Maximum likelihood estimation in the 3-parameter Weibull distribution. A look through the generalized extreme-value distribution

1996 ◽  
Vol 3 (1) ◽  
pp. 43-55 ◽  
Author(s):  
H. Hirose
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Weibull Distribution ◽  
Extreme Value Distribution ◽  
Likelihood Estimation ◽  
Extreme Value ◽  
Value Distribution ◽  
Generalized Extreme Value Distribution ◽  
Generalized Extreme Value

scholarly journals A New Numerical Algorithm of Three Parameter Generalized Extreme Value Distribution of Wind Speed

2021 ◽  
Vol 248 ◽  
pp. 01023
Author(s):  
Ye Tao
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Numerical Algorithm ◽  
Shape Parameter ◽  
Extreme Value Distribution ◽  
Likelihood Estimation ◽  
Extreme Value ◽  
Value Distribution ◽  
Generalized Extreme Value Distribution ◽  
Generalized Extreme Value

Maximum likelihood estimation method is used to solve the problem of parameter estimation of three-parameter generalized extreme value distribution. Based on the theory of order reducing，a new numerical algorithm is presented to resolve the problem of maximum likelihood estimation of three-parameter generalized extreme value distribution．Firstly，the shape parameter is assumed to be known and ternary likelihood equations can be transferred into binary ones that are solved with the dichotomy．And then，scale and location parameters are the functions of shape parameter. Further，the maximum likelihood function is described as a unitary function of shape parameter. The optimal estimation of shape parameters can be obtained by applying dichotomy again.

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