期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2015
卷号：29
期号：3
页码：695-716
DOI：10.1214/14-BJPS240
语种：English
出版社：Brazilian Statistical Association
摘要：Exponentiated Weibull distribution, introduced as an extension of the Weibull distribution, is characterized by bathtub shaped, unimodal failure rates besides a broader class of monotone failure rates. In this paper, we derive maximum likelihood estimators (MLEs), uniformly minimum variance unbiased estimators and three other estimators of the probability density function and the cumulative distribution function of the exponentiated Weibull distribution and compare their performances through numerical simulations. Simulation studies show that the MLE is more efficient than the others. Analysis of a real data set is presented for illustrative purposes.
