Weighted Likelihood Estimator of Scale Parameter for the Two-parameter Weibull Distribution with a Contamination

Authors

  • Kanlaya Boonlha Department of Mathematics and Statistics, Faculty of Science and Technology, Thammasat University Rangsit Campus, Khlong Nueng, Khlong Luang, Pathum Thani 12120, Thailand
  • Kamon Budsaba Department of Mathematics and Statistics, Faculty of Science and Technology, Thammasat University Rangsit Campus, Khlong Nueng, Khlong Luang, Pathum Thani 12120, Thailand
  • Andrei Volodin Department of Mathematics and Statistics, Faculty of Science and Technology, Thammasat University Rangsit Campus, Khlong Nueng, Khlong Luang, Pathum Thani 12120, Thailand

Keywords:

Weibull Distribution, Weighted Likelihood Estimator, Maximum Likelihood Estimator, Contamination, Outlier.

Abstract

In this article, we propose weighted likelihood estimator (WLE) that assigns zero
weights to observations with small likelihood. We also examine the robustness properties of the maximum likelihood estimator (MLE) and WLE for the scale parameter of the twoparameter Weibull distribution when the data set has a contamination. We investigated the performance of the WLE as compared to the MLE and found that the WLE outperforms the MLE with respect to the relative bias and quadratic risk values.

Author Biographies

Kanlaya Boonlha, Department of Mathematics and Statistics, Faculty of Science and Technology, Thammasat University Rangsit Campus, Khlong Nueng, Khlong Luang, Pathum Thani 12120, Thailand

Department of Mathematics and Statistics, Faculty of Science and Technology, Thammasat University Rangsit Campus, Khlong Nueng, Khlong Luang, Pathum Thani 12120, Thailand

Kamon Budsaba, Department of Mathematics and Statistics, Faculty of Science and Technology, Thammasat University Rangsit Campus, Khlong Nueng, Khlong Luang, Pathum Thani 12120, Thailand

Department of Mathematics and Statistics, Faculty of Science and Technology,Thammasat University Rangsit Campus, Khlong Nueng, Khlong Luang,Pathum Thani 12120, Thailand

Andrei Volodin, Department of Mathematics and Statistics, Faculty of Science and Technology, Thammasat University Rangsit Campus, Khlong Nueng, Khlong Luang, Pathum Thani 12120, Thailand

Department of Mathematics and Statistics, Faculty of Science and Technology,Thammasat University Rangsit Campus, Khlong Nueng, Khlong Luang,Pathum Thani 12120, Thailand

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How to Cite

Boonlha, K., Budsaba, K., & Volodin, A. (2015). Weighted Likelihood Estimator of Scale Parameter for the Two-parameter Weibull Distribution with a Contamination. Science & Technology Asia, 20(2), 9–20. Retrieved from https://ph02.tci-thaijo.org/index.php/SciTechAsia/article/view/35772

Issue

Section

Physical sciences