Authors
Zhenlin Yang, Dennis KJ Lin
Publication date
2007/9
Journal
Applied Stochastic Models in Business and Industry
Volume
23
Issue
5
Pages
373-383
Publisher
John Wiley & Sons, Ltd.
Description
The biasness problem of the maximum‐likelihood estimate (MLE) of the common shape parameter of several Weibull populations is examined in detail. A modified MLE (MMLE) approach is proposed. In the case of complete and Type II censored data, the bias of the MLE can be substantial. This is noticeable even when the sample size is large. Such a bias increases rapidly as the degree of censorship increases and as more populations are involved. The proposed MMLE, however, is nearly unbiased and much more efficient than the MLE, irrespective of the degree of censorship, the sample sizes, and the number of populations involved. Copyright © 2007 John Wiley & Sons, Ltd.
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