On testimating the weibull shape parameter

Abstract

A well-known estimator for the shape parameter of a two-parameter Weibull distribution from a failure-censored sample involves a preliminary test of àa null hypothesis concerning the parameter. Efficiency of the resulting testimator varies with the chosen level of significance of the test. We present an alternative procedure with a higher efficiency over this for each significance level under various circumstances. Appropriate choice of significance level is also discussed.

Keywords:

• Key Words and Phrases
• testimator
• preliminary test
• shape and scale parameters
• Weibull and extreme value distributions