Robust parameter-estimation using the bootstrap method for the 2-parameter Weibull distribution
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This paper proposes bootstrap robust estimation methods for the Weibull parameters; it applies bootstrap estimators of order statistics to the parametric estimation procedure. Estimates of the Weibull parameters are equivalent to the estimates using the extreme value distribution. Therefore, the bootstrap estimators of order statistics for the parameters of the extreme value distribution are examined. Accuracy and robustness for outliers are examined by Monte Carlo experiments which indicate adequate efficiency of the proposed reliability estimators for data with some outliers.
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