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Estimation of the Weibull parameters by Kullback-Leibler divergence of Survival functions |
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PP: 187-192 |
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Author(s) |
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Gholamhossein Yari,
Alireza Mirhabibi,
Abolfazl Saghafi,
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Abstract |
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| Recently, a new entropy based divergence measure has been introduced which is much like Kullback-Leibler divergence.
This entropy measures the distance between an empirical and a prescribed survival function and is a lot easier to compute in continuous
distributions than the K-L divergence. In this paper we show that this distance converges to zero with increasing sample size and
we apply it to estimate Weibull parameters. Detailed simulations show a higher performance of the new estimation method than the
commonly used maximum likelihood and linear regression methods in Weibull scale parameter estimation. Using unbiasing factors
provided in this paper for Weibull shape parameter estimation, one can obtain unbiased estimation for Weibull modulus. |
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