Weighted Maximum Likelihood Approach for Robust Estimation: Weibull Model

Authors

  • Mahfuzur Rahman Khokan Department of Statistics, Biostatistics and Informatics, Dhaka University, Dhaka- 1000
  • Wasimul Bari Department of Statistics, Biostatistics and Informatics, Dhaka University, Dhaka- 1000
  • Jafar A Khan Department of Statistics, Biostatistics and Informatics, Dhaka University, Dhaka- 1000

DOI:

https://doi.org/10.3329/dujs.v61i2.17061

Keywords:

Bias and risk, Outlier, Robustness, Weibull model, Weighted maximum likelihood

Abstract

A robust weighted maximum likelihood (WML) estimation approach is proposed for the Weibull model in the presence of outliers. Extensive simulation studies are conducted to examine the performance of the proposed approach and simulated results reveals that the WML approach provides better results compared to the usual maximum likelihood (ML) approach in the presence of outliers.

DOI: http://dx.doi.org/10.3329/dujs.v61i2.17061

Dhaka Univ. J. Sci. 61(2): 153-156, 2013 (July)

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Published

2013-11-18

How to Cite

Khokan, M. R., Bari, W., & Khan, J. A. (2013). Weighted Maximum Likelihood Approach for Robust Estimation: Weibull Model. Dhaka University Journal of Science, 61(2), 153–156. https://doi.org/10.3329/dujs.v61i2.17061

Issue

Vol. 61 No. 2 (2013)

Section

Articles