On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring

• Published in: Communications for statistical applications and methods Vol. 23; no. 3; pp. 241 - 250
• Main Author: Kim, Namhyun
• Format: Journal Article
• Language: Korean
• Published: 한국통계학회 31.05.2016
• Subjects: approximate maximum likelihood estimators; Koziol-Green model; maximum likelihood estimators; power comparison; random censoring; Weibull distribution; Koziol-Green model; random censoring; Weibull distribution; approximate maximum likelihood estimators; maximum likelihood estimators; power comparison
• ISSN: 2287-7843

In this paper, we consider statistical inferences on the estimation of the parameters of a Weibull distribution when data are randomly censored. Maximum likelihood estimators (MLEs) and approximate MLEs are derived to estimate the parameters. We consider two cases for the censoring model: the assumption that the censoring distribution does not involve any parameters of interest and a censoring distribution that follows a Weibull distribution. A simulation study is conducted to compare the performances of the estimators. The result shows that the MLEs and the approximate MLEs are similar in terms of biases and mean square errors; in addition, the assumption of the censoring model has a strong influence on the estimation of scale parameter.