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

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Kanlaya Boonlha Kamon Budsaba Andrei Volodin

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.

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How to Cite
Boonlha, K., Budsaba, K., & Volodin, A. (1). 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://www.tci-thaijo.org/index.php/SciTechAsia/article/view/35772
Section
Physical sciences
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