Maximum Likelihood Estimation for Three-Parameter Weibull Distribution Using Evolutionary Strategy

Affiliation of Author(s):航空学院

Journal:MATHEMATICAL PROBLEMS IN ENGINEERING

Key Words:PARTICLE SWARM OPTIMIZATION PARAMETERS

Abstract:The maximum likelihood estimation is a widely used approach to the parameter estimation. However, the conventional algorithm makes the estimation procedure of three-parameter Weibull distribution difficult. Therefore, this paper proposes an evolutionary strategy to explore the good solutions based on the maximum likelihood method. The maximizing process of likelihood function is converted to an optimization problem. The evolutionary algorithm is employed to obtain the optimal parameters for the likelihood function. Examples are presented to demonstrate the proposed method. The results show that the proposed method is suitable for the parameter estimation of the three-parameter Weibull distribution.

ISSN No.:1024-123X

Translation or Not:no

Date of Publication:2019-01-01

Co-author:Ren, Hu,F70206483

Correspondence Author:Yang Fan

Date of Publication:2019-01-01