Nonlinear weighted least squares estimation of a three-parameter Weibull density with a nonparametric start

Authors:
Darija Marković;Dragan Jukić;Mirta Benšić
Affiliations:
Department of Mathematics, University of Osijek, Trg Ljudevita Gaja 6, HR-31 000 Osijek, Croatia;Department of Mathematics, University of Osijek, Trg Ljudevita Gaja 6, HR-31 000 Osijek, Croatia;Department of Mathematics, University of Osijek, Trg Ljudevita Gaja 6, HR-31 000 Osijek, Croatia
Venue:
Journal of Computational and Applied Mathematics
Year:
2009

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Abstract

This paper is concerned with the parameter estimation problem for the three-parameter Weibull density which is widely employed as a model in reliability and lifetime studies. Our approach is a combination of nonparametric and parametric methods. The basic idea is to start with an initial nonparametric density estimate which needs to be as good as possible, and then apply the nonlinear least squares method to estimate the unknown parameters. As a main result, a theorem on the existence of the least squares estimate is obtained. Some simulations are given to show that our approach is satisfactory if the initial density is of good enough quality.