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Maximum Likelihood Estimators for Ordered Scale Parameters of Two Weibull Distributions

Tanuja Srivastava

Abstract



The problem of estimation of ordered scale parameters in two Weibull populations is considered while shape parameters are assumed to be known and unequal. The maximum likelihood estimators for scale parameters under order restriction are obtained. Their risks and biases are compared with maximum likelihood estimators without order restriction by simulation. It is shown that order restricted MLE improve upon unordered MLE.

Keywords


Maximum Likelihood Estimators, Ordered Scale Parameters, Weibull Distribution.

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