A Comparison of Least Squares and Least Absolute Deviation Regression Models for Estimating Weibull Parameters

Kenneth D. Lawrence, Douglas R. Shier

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

This paper studies alternative methods for simple estimation of the parameters of a Weibull distribution. Results from an extensive series of simulation experiments indicate that L1 estimation can provide a useful alternative to L2 estimation over a range of sample sizes and parameter values. Different methods for approximating the cumulative Weibull distribution have also been investigated.

Original languageEnglish (US)
Pages (from-to)315-326
Number of pages12
JournalCommunications in Statistics - Simulation and Computation
Volume10
Issue number3
DOIs
StatePublished - Jan 1 1981
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modeling and Simulation

Keywords

  • Weibull
  • least absolute deviation
  • least squares
  • regression
  • robust

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