Tag Archives: Asymptotic variance covariance matrix.

Estimation of Parameters of the Marshall-Olkin Weibull Distribution from Progressively Censored Samples (Published)

This model can be considered as another useful 3-parameter generalization of the Weibull distribution. The estimation of parameters of Marshall and Olkin Weibull distribution under progressive censoring is investigated, maximum likelihood estimators of the unknown parameters are obtained using statistical software (Mathematica), MLE performs for different sampling schemes with different sample sizes is observed, and the asymptotic variance covariance matrix is computed also.

Keywords: Asymptotic variance covariance matrix., Maximum likelihood estimators, Modified Weibull distribution, progressive type II censoring