Newton—Raphson's method plays a fundamental role in the maximum likelihood estimation of the two parameters of the Weibull probability distribution. It is well known that the method depends on the initial point of the iterative process and the iteration does not always converge.

The aim of the present paper is to propose an algorithm to easily obtain good estimates of the three parameter Weibull distribution. Our proposed procedure is given in eight steps and it depends on the Simple Iteration Procedure, which always converges, converges fast and does not depend on any...