An evaluation by simulation of Weibull : a parameter estimation program

This research tested, using a simulation model, a BASIC program written by John A. Owen for his Master of Science project in 1974 at the University of Tennessee. Owen's program uses numerical methods to develop estimates of a three parameter Weibull distribution. The primary objective of this research was to provide information regarding the accuracy of the estimates. A secondary objective was to provide information on how the Weibull program calculates the estimates.

The simulation used in the evaluation modeled Weibull failure data. Simulated data sets were used which covered a range of the three parameters, and censored as well as non-censored data sets were considered.

It was concluded that the estimates from Weibull are problematic, with widely varying accuracies. Weibull performed poorly on all alpha estimates, but better on all parameters at the higher end of the shape parameter range.

In addition it was discovered that Weibull is not a Maximum Likelihood Estimation method, because Owen did not include a check of the roots for a maximization.