On Maximum Likelihood Estimation for the Two Parameter Burr XII Distribution

This article considers three related aspects of maximum likelihood estimation of parameters in the two-parameter Burr XII distribution. Specifically, we first provide further clarification to some limiting results in Wingo ( 1993 ). We then focus on details in a proof of the uniqueness of the maximu...

Full description

Saved in:
Bibliographic Details
Published in:Communications in statistics. Theory and methods 2009-01, Vol.38 (11), p.1916-1926
Main Authors: Jalali, Assad, Watkins, Alan J.
Format: Article
Language:English
Subjects:
Burr XII
Censored data
Convex function
Distribution theory
Exact sciences and technology
General topics
Mathematics
Maximum likelihood estimation
Nonparametric inference
Primary 62F10
Probability and statistics
Probability theory and stochastic processes
Profile likelihood
Sciences and techniques of general use
Secondary 62N02
Statistics
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This article considers three related aspects of maximum likelihood estimation of parameters in the two-parameter Burr XII distribution. Specifically, we first provide further clarification to some limiting results in Wingo ( 1993 ). We then focus on details in a proof of the uniqueness of the maximum likelihood estimators. Finally, we consider using the likelihood approach for data which does not satisfy Wingo's criterion, and show that this results in fitting either a Pareto distribution or an intuitively sensible degenerate distribution to the data. The discussion here is completely general, and not restricted to data obtained under Type II censoring.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610920802491758