Abstract:
In Cheng and Amin (1983) and independently in Rannebay (1984), maximum spacing method (MSM), related to maximum likelihood method (MLM), was introduced. MSM and MLM can both be obtained as approximations of Kullback-Leibler (KL) information (or divergence). This paper gives the other derivation of MSM with respect to expectation of order statistics and discuss MSM in literature. However, performance of MLM and MSM are compared by using Monte Carlo method for 3-parameters Weibull distribution in different cases.
Page(s):
229-240
DOI:
DOI not available
Published:
Journal: Pakistan Journal of Statistics, Volume: 22, Issue: 3, Year: 2006