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Source code to run weighted-MLE (w-MLE) parameter estimation for the 3-parameter Weibulll distribution

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weighted-Maximum likelihood estimation

These folders contains programs in three languages (matlab, Mathematica and R) which estimate the 3-parameter Weibull distribution parameters using the weighted-maximum likelihood method.

All three scripts requires weights that are precomputed to gain speed. They are computed for some sample sizes (1 to 100) and --regarding the third weight-- for some putative population shape parameter. The weights may be expanded in the near future.

These scripts should be considered the official implementation of the w-MLE technique. If implementation in other programming language are required, let me know by email or by opening an issue.

Reference

Cousineau, D. (2009). Nearly unbiased estimators for the three-parameter Weibull distribution with greater efficiency than the iterative likelihood method. British Journal of Mathematical and Statistical Psychology, 62(1), 167-191.

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Source code to run weighted-MLE (w-MLE) parameter estimation for the 3-parameter Weibulll distribution

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