Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...
The Weibull distribution remains an indispensable tool in reliability engineering and lifetime analysis, offering flexibility for modelling diverse failure behaviours. Modern parameter estimation ...
Problems of maximum likelihood estimation are discussed for shape and scale parameters from certain decreasing hazard rate distributions, typically either mixed-exponential or "work-hardened." ...
The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...
In operational risk measurement, the estimation of severity distribution parameters is the main driver of capital estimates, yet this remains a nontrivial challenge for many reasons. Maximum ...
This article considers inference about the variance of coefficients in time-varying parameter models with stationary regressors. The Gaussian maximum likelihood estimator (MLE) has a large point mass ...
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