On the existence of the nonlinear weighted least squares estimate for a three-parameter Weibull distribution

The problem of nonlinear weighted least squares fitting of the three-parameter Weibull distribution to the given data (wi,ti,yi), i=1,...,n, is considered. The part wi>0 of the data stands for the data weights. It is shown that the best least squares estimate exists provided that the data satisfy just the following two natural conditions: (i) 0<t1<t2<...<tn and (ii) 0<y1<y2<...<yn<1. To support this, an illustrative numerical example is given.

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Year of publication:	2008
Authors:	Jukic, Dragan ; Bensic, Mirta ; Scitovski, Rudolf
Published in:	Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 52.2008, 9, p. 4502-4511
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005130625