Using simulation to compare several capabilities for the measurement parameter for the distribution of Whipple with two parameters and calculate the efficiency of estimators with practical application

Abstract

Abstract The paper deals with estimating the scale parameter of well known distribution of studying the failure time during the operating time until failure, which always appear in life testing experiments (Weibull failure model). The estimation methods are maximum likelihood and minimax estimator and Bayes estimator according to modified linear exponential loss function (MLINEX[4]). Also the variance of estimators are derived to compare the efficiency of estimators of scale parameter θ. The comparison is done through simulation experiment , and all results are shown in tables.Keywords: Two parameters weibull distribution, maximum likelihood estimator, minimax estimator (d_1), and Bayes estimator (d_2).