L-Moments Estimations for Mixture of Weibull Distributions

10.6339/JDS.2014.12(1).1213

Ülkü Erişoğlu；Murat Erişoğlu

EM algorithm ； heterogeneous data ； L-moment ； mixture distribution ； MLE

Journal of Data Science

12卷1期（2014 / 01 / 01）

69 - 85

英文

Mixture of Weibull distributions has wide application in modeling of heterogeneous data sets. The parameter estimation is one of the most important problems related to mixture of Weibull distributions. In this paper, we propose a L-moment estimation method for mixture of two Weibull distributions. The proposed method is compared with maximum likelihood estimation (MLE) method according to the bias, the mean absolute error, the mean total error and completion time of the algorithm (time) by simulation study. Also, applications to real data sets are given to show the flexibility and potentiality of the proposed estimation method. The comparison shows that, the proposed method is better than MLE method.