Journal of Statistical Computation and Simulation

ISSN: 0094-9655 (Print) 1563-5163 (Online) Journal homepage: https://www.tandfonline.com/loi/gscs20

Comparison of estimation methods for weibull

parameters: Complete and censored samples

Anwar Hossain & William Zimmer

To cite this article: Anwar Hossain & William Zimmer (2003) Comparison of estimation
methods for weibull parameters: Complete and censored samples, Journal of Statistical
Computation and Simulation, 73:2, 145-153, DOI: 10.1080/00949650215730

To link to this article: https://doi.org/10.1080/00949650215730

Published online: 29 Oct 2010.

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Journal of Statistical Computation and Simulation,
2003, Vol. 73(2), pp. 145–153

COMPARISON OF ESTIMATION METHODS

FOR WEIBULL PARAMETERS: COMPLETE
AND CENSORED SAMPLES
ANWAR M. HOSSAINa,* and WILLIAM J. ZIMMERb
a
Department of Mathematics, New Mexico Tech, Socorro, NM 87801, USA; bDepartment of
Math. & Stat., University of New Mexico, Albuquerque, NM 87131, USA

(Received 15 February 1999; In final form 31 July 2002)

This paper compares several methods for estimating the parameters of the two-parameter Weibull distribution with
complete, multiply time censored, and type II censored samples. An extensive simulation study compares the
performance of these estimators.

Keywords: Maximum likelihood estimator; Least squares estimator; Mean squared error; Weibull distribution;
Failure probability

1 INTRODUCTION

The Weibull distribution is one of the most popular and widely used models of failure time in
life testing and reliability theory. It has been found to be satisfactory in describing the life
expectancy of components involving fatigue induced failure and for assessing the reliability
of electron tubes, ball bearings and machine-parts including load handling of machines
(Soman and Misra, 1984). The application of the Weibull distribution in forestry is given
in Green et al. (1994). Sinha and Guttman (1988), Chaudhuri and Chandra (1989),
Ishioka and Nonaka (1991), Langlois (1991), and Lockhart and Stephens (1994) discussed
some techniques of life testing problems involving the Weibull distribution.
Many authors have proposed various estimation methods for Weibull parameters: the
method of maximum likelihood (ML) is the most popular in terms of the theoretical prospec-
tive and the least square method (LS) is computationally easier to handle and provides simple
closed form solutions for the estimates. Comparisons among several LS estimators and ML
estimator were made for complete samples and the shape parameter only in Hossain and
Howlader (1996). In this paper, comparisons among the ML and LS methods of estimation
are made for the case of complete and censored data and for both parameters of the two
parameter Weibull distribution. Comparisons are made in terms of the bias and the mean
squared error (MSE) of the estimates. In the case of censored data, comparisons are made
* Corresponding author. E-mail: hossain@nmt.edu

ISSN 0094-9655 print; ISSN 1563-5163 online # 2003 Taylor & Francis Ltd
DOI: 10.1080/0094965021000033486
146 A. M. HOSSAIN AND W. J. ZIMMER

for two types of censored data: Type II censored data and multiply time censored data. In
both cases and for the smaller sample sizes: n ¼ 10; 15; 20; 25 the numbers of values cen-
sored are 2; 4; 6, and 8. In both cases and for the larger sample sizes: n ¼ 30; 50; 80; 100
the numbers of values censored are in terms of the percentage of the sample censored:
10%, 16%, 26%, and 30%. Since a complete sample can be considered a special case of a
censored sample with no values censored, the notation 0 will be used to denote a complete
sample.
The comparisons were performed for a single value of the Weibull parameters, since it has
been indicated in Hossain and Howlader (1996) that comparisons among estimators and
overall conclusions do not appear to depend on the input value of the shape parameter. In
addition, the amount of bias and MSE behaves in a consistent manner over different values
of the parameters. This is discussed in the conclusions section in this paper.

2 WEIBULL DISTRIBUTION

Suppose one receives a data set, X ¼ ðX1 ; X2 ; . . . ; Xn Þ of size n, which is known to have
come from a Weibull distribution, the distribution function of which is

FðxÞ ¼ 1
expð
axb Þ; for x  0: ð1Þ

The pdf of the Weibull distribution is given by

f ðxÞ ¼ abxðb
1Þ exp ð
axb Þ; for x  0: ð2Þ

The quantity bð> 0Þ is known as the shape parameter. The shape of this distribution is very
similar to that of the Gaussian distribution for b near 3.6.

3 CENSORING

In most present-day reliability tests and studies, some of the items on test cannot be observed
for their full time to failure. Often, especially in studies of highly reliable items, the testing
has to be stopped before all of the items have failed because of a lack of test time available.
Sometimes, an item on test is accidentally destroyed (due to a cause or environment unrelated
to the test) before it fails. In survival studies with human subjects, an individual might begin
the testing and then, for various reasons, remove oneself from the study before its comple-
tion. In all of these cases, the incomplete observation of time to failure or completion is
called censoring in reliability studies.
In this paper, two types of censored data will be studied for its effect on the methods of
estimation:
(a) Type II censored data in which the testing is terminated at the time of the rth failure and
the remaining n
r items are censored at the time of the rth failure; and
(b) Multiply time censored data in which a fixed number of items are censored at differing
times.
For the comparisons that are being studied in this paper, what is important in the methods
of censoring is that, under the censoring used, the estimation methods remain valid. The cru-
cial condition under which the estimation methods remain valid is that the prognosis of any
item which has survived to time t should not be affected if the item is censored at t
 COMPARISON OF ESTIMATION METHODS 147

(Cox, 1984; Lawless, 1982), that is, an item which is censored should be representative of the
group. The two types of censoring that are used in this paper satisfy this condition.
Let the failure times be denoted by X 0 s and the censored times be denoted by C’s. Then in
a sample of n items, assume that there are r failures and n
r censored items.
(a) For Type
P II censoring,
P whereP the censoring is at the rth failure, the total time on test is:
TT ¼ ri¼1 Xi þ n
r j¼1 jC ¼ r
i¼1 Xi þ ðn
rÞXr , that is, C1 ¼ Xr ; . . . ; Cn
r ¼ Xr .
(b) For multiply time censored data, there are r failures at X1 ; X2 ; . .P . ; Xr and nP
r censored
items at C1 ; C2 ; . . . ; Cn
r . The total time on test is TT ¼ ri¼1 Xi þ n
r j¼1 Cj . The
likelihood functions will introduce more general notation, but the final equations for the
maximum likelihood estimates that are studied here will make use of the above notation.

4 ESTIMATION OF PARAMETERS

In this study, to estimate a and b, we consider two versions of least squares and the maximum
likelihood.

4.1 Maximum Likelihood (ML)

When there are r failures and n
r censored values, the likelihood function of the censored
sample is:
Y
r Y
n
r
L¼ ½abðXi Þb
1 expð
aXib Þ ½expð
aCjb Þ:
i¼1 j¼1

Then,
X
r X
r X
n
r
ln L ¼ rðln a þ ln bÞ þ ðb
1Þ ln Xi
aXib
aCjb
i¼1 i¼1 j¼1

and

dðln LÞ r Xr X
n
r
¼
Xib
Cjb ;
da a i¼1 j¼1

dðln LÞ r Xr Xr X
n
r
¼ þ ln Xi
a Xib ln Xi
a Cjb ln Cj :
db b i¼1 i¼1 j¼1

The estimates are the solutions to the equations:

r
a^ ¼ P ;
Pn
r
r b^ b^
i¼1 Xij¼1 Cþ
j

^ Pr b^ P b^ b^
Xr rb½ i¼1 Xi ln Xi þ n
r j¼1 Cj ln Cj 
^
rþb ln Xi ¼ :
Pr b^ Pn
r b^
i¼1 i¼1 Xi þ j¼1 Cj

P
For Type II censoring, the above equations simplify since n
rj¼1 Cj ¼ ðn
rÞXr . The esti-
mates for complete samples are the above equations for a^ and b^ with r ¼ n. A solution
for b^ may be obtained numerically and then can be used in the equation for a^ .
148 A. M. HOSSAIN AND W. J. ZIMMER

4.2 Least Squares (LS)

From the cdf (1), write


1
y ¼ ln ln ¼ b ln x þ ln a; ð3Þ
1
FðxÞ
which is a linear model between y and ln x. Thus the parameters a and b can be estimated
using the least squares procedure. Let XðiÞ be the ith ordered failure and Yi be the estimate
of FðXðiÞ ). Then the LS equations are
Pr


^b ¼ P i¼1 Yi ln XðiÞ
r ln X Y ð4Þ
r 2 2
i¼1 ðln XðiÞ Þ
r ðln X Þ

and

ln a^ ¼ Y

b^ ln X ð5Þ
where
Pr
i¼1 ðln XðiÞ Þ
ln X ¼
r
and
Pr
Yi
Y
¼ i¼1
:
r
In this study, two methods of estimating the failure probability FðXðiÞ Þ and hence Yi are
considered.
(a) Let
Yi ¼ FðX^ ðiÞ Þ ¼ 1
RðiÞ ; i ¼ 1; 2; . . . ; r
where
ri
RðiÞ ¼ Rði
1Þ ; R0 ¼ 1
ri þ 1
and ri is the reverse rank for the ith failure. Hence,


1
Yi ¼ ln ln : ð6Þ
RðiÞ
For a complete sample, this method becomes
i
FðX^ ðiÞ Þ ¼ ;
nþ1
the usual Herd-Johnson (Nelson, 1982) estimate.
(b) This version uses
ri
0:5
RðiÞ ¼ Rði
1Þ ;
rði
1Þ
0:5
and thus


1
Yi ¼ ln ln : ð7Þ
RðiÞ
 COMPARISON OF ESTIMATION METHODS 149

TABLE I Means and MSE’s of Estimates of a and b for n < 30, Multiply Time Censored.

n C ML LS(HJ) LS(MD)

10 0 1.098(0.249) 2.231(0.805) 0.996(0.116) 1.739(0.373) 1.063(0.217) 2.112(0.485)

1 0.870(0.114) 1.945(0.322) 0.816(0.138) 2.062(0.503) 0.874(0.207) 2.600(1.096)
2 0.771(0.186) 2.194(0.716) 0.633(0.197) 2.085(0.057) 0.650(0.268) 2.649(1.189)
3 0.471(0.316) 1.902(0.231) 0.505(0.272) 1.756(0.402) 0.523(0.289) 2.371(1.755)
4 0.436(0.360) 2.095(0.707) 0.400(0.377) 1.574(0.450) 0.439(0.359) 2.335(0.717)
15 0 1.062(0.114) 2.189(0.326) 0.985(0.066) 1.763(0.269) 1.032(0.100) 2.060(0.289)
1 0.986(0.070) 1.904(0.213) 0.858(0.088) 2.073(0.246) 0.883(0.107) 2.424(0.531)
2 0.822(0.091) 1.923(0.515) 0.697(0.142) 2.169(0.299) 0.707(0.152) 2.597(0.770)
3 0.677(0.128) 1.890(0.220) 0.593(0.196) 2.046(0.265) 0.579(0.214) 2.522(0.678)
4 0.526(0.257) 1.929(0.321) 0.477(0.293) 2.021(0.316) 0.473(0.323) 2.545(0.838)
20 0 1.040(0.072) 2.147(0.215) 0.983(0.048) 1.790(0.215) 1.019(0.007) 2.039(0.217)
1 0.992(0.044) 1.860(0.114) 0.876(0.066) 2.096(0.193) 0.883(0.082) 2.380(0.398)
2 0.872(0.049) 1.852(0.126) 0.749(0.104) 2.225(0.268) 0.754(0.122) 2.598(0.673)
3 0.757(0.083) 1.830(0.122) 0.639(0.160) 2.191(0.264) 0.653(0.164) 2.552(0.593)
4 0.663(0.145) 1.916(0.300) 0.537(0.238) 2.284(0.398) 0.520(0.262) 2.706(0.880)
25 0 1.025(0.058) 2.114(0.166) 0.985(0.037) 1.798(0.185) 1.015(0.054) 2.018(0.176)
1 1.004(0.031) 1.841(0.100) 0.885(0.055) 2.100(0.167) 0.905(0.063) 2.358(0.324)
2 0.919(0.039) 1.855(0.115) 0.778(0.083) 2.242(0.236) 0.789(0.093) 2.582(0.600)
3 0.837(0.055) 1.827(0.137) 0.689(0.126) 2.268(0.260) 0.703(0.126) 2.542(0.509)
4 0.731(0.088) 1.797(0.120) 0.587(0.195) 2.426(0.465) 0.584(0.205) 2.788(0.937)

Note: 0 represents the complete sample (no censoring); 1 represents the case where 2 units in the sample were censored; 2 represents
the case where 4 units in the sample were censored; 3 represents the case where 6 units in the sample were censored; 4 represents the
case where 8 units in the sample were censored.

TABLE II Means and MSE’s of Estimates of a and b for n  30, Multiply Time Censored.

n C ML LS(HJ) LS(MD)

30 0 1.023(0.044) 2.097(0.127) 0.987(0.033) 1.813(0.149) 1.015(0.042) 2.010(0.138)

1 0.908(0.028) 1.818(0.092) 0.845(0.051) 1.951(0.138) 0.825(0.051) 1.742(0.179)
2 0.722(0.092) 1.838(0.110) 0.687(0.115) 1.915(0.154) 0.672(0.121) 1.680(0.221)
3 0.545(0.216) 1.816(0.124) 0.530(0.230) 1.804(0.179) 0.523(0.234) 1.553(0.309)
4 0.358(0.415) 1.836(0.132) 0.384(0.383) 1.649(0.262) 0.378(0.390) 1.364(0.504)
50 0 1.015(0.024) 2.059(0.058) 0.984(0.021) 1.859(0.097) 1.002(0.024) 2.003(0.086)
1 0.963(0.015) 1.772(0.080) 0.879(0.033) 2.004(0.092) 0.866(0.038) 1.850(0.104)
2 0.855(0.031) 1.774(0.080) 0.770(0.067) 2.026(0.100) 0.762(0.068) 1.859(0.248)
3 0.746(0.073) 1.796(0.073) 0.648(0.134) 2.061(0.116) 0.648(0.132) 1.877(0.112)
4 0.633(0.141) 1.790(0.083) 0.546(0.214) 2.091(0.149) 0.552(0.208) 1.885(0.134)
80 0 1.008(0.015) 2.036(0.035) 0.986(0.013) 1.892(0.063) 1.000(0.015) 1.999(0.055)
1 0.993(0.009) 1.758(0.077) 0.913(0.020) 2.047(0.071) 0.903(0.020) 1.932(0.0583)
2 0.941(0.011) 1.751(0.079) 0.828(0.041) 2.116(0.083) 0.821(0.041) 1.989(0.065)
3 0.869(0.024) 1.765(0.071) 0.733(0.080) 2.173(0.110) 0.731(0.080) 2.033(0.074)
4 0.796(0.048) 1.755(0.076) 0.649(0.131) 2.290(0.184) 0.651(0.129) 2.131(0.108)
100 0 1.013(0.011) 2.024(0.026) 0.985(0.010) 1.901(0.050) 0.998(0.011) 1.993(0.043)
1 1.003(0.006) 1.753(0.075) 0.923(0.016) 2.055(0.050) 0.913(0.017) 1.955(0.046)
2 0.955(0.009) 1.746(0.077) 0.857(0.030) 2.140(0.070) 0.849(0.032) 2.030(0.048)
3 0.902(0.016) 1.747(0.076) 0.775(0.060) 2.197(0.101) 0.771(0.060) 2.076(0.064)
4 0.846(0.029) 1.752(0.075) 0.701(0.097) 2.323(0.191) 0.701(0.096) 2.186(0.116)

Note: 0 represents the complete sample (no censoring); 1 represents the case where 10% units in the sample were censored;
2 represents the case where 16% units in the sample were censored; 3 represents the case where 20% units in the sample were
censored; 4 represents the case where 30% units in the sample were censored.
150 A. M. HOSSAIN AND W. J. ZIMMER

TABLE III Means and MSE’s of Estimates of a and b for n < 30 with Type II.

n C ML LS(HJ) LS(MD)

10 1 0.864(0.412) 1.954(0.345) 1.006(0.226) 1.770(0.623) 1.123(0.605) 2.172(0.815)

2 0.707(0.222) 2.139(0.804) 1.034(0.057) 1.865(0.641) 1.116(0.339) 2.232(0.617)
3 0.471(0.318) 2.041(0.676) 1.115(0.505) 1.932(0.639) 1.214(1.039) 2.321(0.954)
4 0.432(0.341) 2.179(0.774) 1.203(0.455) 1.898(0.902) 1.284(0.913) 2.352(1.048)
15 1 0.971(0.264) 1.921(0.269) 0.984(0.099) 1.806(0.357) 1.044(0.162) 2.092(0.390)
2 0.837(0.098) 1.931(0.263) 0.995(0.149) 1.760(0.460) 1.075(0.279) 2.135(0.544)
3 0.692(0.201) 1.986(0.382) 1.013(0.319) 1.834(0.625) 1.191(0.719) 2.221(0.790)
4 0.525(0.249) 1.967(0.395) 1.135(0.250) 1.778(0.901) 1.183(0.761) 2.322(0.928)
20 1 1.033(0.053) 1.860(0.124) 0.991(0.064) 1.785(0.247) 1.022(0.086) 2.057(0.292)
2 0.882(0.058) 1.863(0.122) 0.965(0.074) 1.772(0.328) 1.037(0.123) 2.085(0.369)
3 0.882(0.058) 1.863(0.122) 0.999(0.144) 1.800(0.379) 1.071(0.217) 2.113(0.473)
4 0.657(0.075) 1.856(0.264) 0.969(0.151) 1.770(0.439) 1.317(0.701) 2.172(0.659)
25 1 1.004(0.032) 1.795(0.102) 0.967(0.044) 1.822(0.192) 1.005(0.066) 2.029(0.213)
2 0.907(0.039) 1.810(0.106) 0.965(0.052) 1.793(0.239) 1.034(0.086) 2.068(0.241)
3 0.836(0.060) 1.840(0.166) 0.955(0.064) 1.778(0.277) 1.045(0.127) 2.068(0.313)
4 0.732(0.090) 1.797(0.110) 0.953(0.088) 1.769(0.313) 1.048(0.153) 2.072(0.395)

Note: 1 represents the case where 2 units in the sample were censored; 2 represents the case where 4 units in the sample were censored;
3 represents the case where 6 units in the sample were censored; 4 represents the case where 8 units in the sample were censored.

For a complete sample, this method becomes

i
0:5
FðX^ ðiÞ Þ ¼ ;
n
the usual median estimate. Note that, although the reverse rank are applies to all of the data,
including the censored times, the RðiÞ estimates are computed only at the failures.
The estimates of a and b obtained by failure data in Eqs. (6) and (7) will be known as least
squares Herd Johnson LS(HJ) and least squares median LS(MD). The Tables I–IV summar-
ize comparisons among estimators by presenting the average of the estimates over 5000 trials
and the MSE for the methods of estimation and for various sample sizes. The average of the
trials indicates the bias which is included in the MSE.

TABLE IV Mean and MSE’s of Estimates of a and b for n  30 with Type II.

n C ML LS(HJ) LS(MD)

30 1 0.972(0.027) 1.796(0.099) 1.017(0.062) 2.045(0.211) 0.963(0.044) 1.822(0.177)

2 0.903(0.030) 1.831(0.092) 1.047(0.117) 2.023(0.285) 0.941(0.070) 1.772(0.232)
3 0.793(0.058) 1.806(0.096) 1.114(0.335) 2.085(0.431) 1.011(0.116) 1.834(0.337)
4 0.749(0.079) 1.822(0.096) 1.064(0.115) 2.154(0.213) 1.127(0.414) 1.825(0.629)
50 1 0.963(0.015) 1.774(0.083) 0.998(0.028) 2.003(0.113) 0.973(0.022) 1.857(0.108)
2 0.895(0.022) 1.782(0.077) 1.009(0.040) 1.993(0.130) 0.973(0.031) 1.856(0.117)
3 0.791(0.053) 1.784(0.080) 1.017(0.059) 2.032(0.164) 0.945(0.040) 1.825(0.140)
4 0.748(0.072) 1.762(0.088) 1.031(0.091) 2.063(0.192) 0.951(0.058) 1.833(0.163)
80 1 0.952(0.009) 1.757(0.076) 1.002(0.016) 2.005(0.062) 0.985(0.015) 1.894(0.061)
2 0.891(0.018) 1.763(0.074) 1.004(0.019) 2.002(0.072) 0.973(0.016) 1.883(0.070)
3 0.780(0.054) 1.752(0.079) 0.998(0.024) 1.985(0.080) 0.972(0.019) 1.892(0.082)
4 0.741(0.072) 1.764(0.077) 1.005(0.030) 2.005(0.101) 0.955(0.022) 1.864(0.090)
100 1 0.953(0.009) 1.755(0.072) 0.996(0.012) 2.000(0.049) 0.979(0.010) 1.902(0.050)
2 0.891(0.018) 1.752(0.075) 0.997(0.015) 2.015(0.058) 0.982(0.013) 1.903(0.054)
3 0.783(0.051) 1.760(0.071) 0.997(0.016) 2.002(0.063) 0.978(0.014) 1.904(0.059)
4 0.738(0.072) 1.752(0.074) 0.998(0.020) 1.991(0.069) 0.971(0.016) 1.895(0.061)

Note: 1 represents the case where 10% units in the sample were censored; 2 represents the case where 16% units in the sample were censored;
3 represents the case where 20% units in the sample were censored; 4 represents the case where 30% units in the sample were censored.
 COMPARISON OF ESTIMATION METHODS 151

5 SIMULATION

To assess the performance of the methods, the estimates and the mean squared errors (MSE)
for each method were calculated using 5000 replications for each sample size. The Weibull
data are generated using the transformation Xi ¼ ð
ln Ui =aÞ1=b , where Ui is uniformly dis-
tributed random variate. In this study we generated several data sets for different
combinations of the true parameter values of a and b for sample sizes 10, 15, 20, 25, 30,
50, 80, and 100. Since a is a scale parameter, only one value of a needs to be considered,
because changing the value of a is equivalent to multiplying the sample values by a constant.
The means and mean squared errors of the 5000 estimates were computed and examined for
many scattered values of b but, because of the consistency of the results from those values,
only the results from b ¼ 2 and b ¼ 3 are presented in this paper.

6 CONCLUSIONS

From the simulation results presented in Tables I–IV, the following conclusions can be
observed.

6.1 Estimation of the Shape Parameter b in the Case of Multiple Random Censoring

(a) In general, the ML and the LS(MD) methods tend to underestimate b whereas the
LS(HJ) method tends to overestimate b. In terms of bias and over all censoring levels, the
LS(HJ) method provides the estimates that are closest to the true values. In terms of
the MSE, the ML method provides the smallest at all levels of censoring and all samples
sizes except the two largest sample sizes n ¼ 80 and n ¼ 100, in which cases both LS
methods provide smaller MSE values.
(b) Within fixed levels of censoring, the ML estimates of b decrease with sample size so that
the bias tends to be worse for the larger sample sizes. Within fixed levels of censoring,
the LS estimates of b increase with sample sizes. Within fixed levels of censoring, the
MSE, for all methods of estimation studied, decreases with sample size.
(c) Since the ML estimates of b tend to have smallest MSE’s for moderate sample sizes but
means that are off from the true value by more than for the LS(HJ) method, this indicates
that the ML method may have smaller variances but larger bias than the LS(HJ) method.
(d) For estimating b in the case of multiple random censoring and based on this study of
bias and MSE, it is recommended that one use the LS(HJ) method of estimation for
all sample sizes and all levels of censoring. Note that when the censoring is severe
and the sample size is large, one will tend to overestimate b quite severely with the
LS(HJ) method of estimation and underestimate b quite severely with the ML
method.

6.2 Estimation of the Scale Parameter a in the Case of Multiple Random Censoring

(a) In general, all of the methods of estimation studied tend to underestimate a. In terms of
both the bias and the MSE, over all levels of censoring and over all samples sizes, the ML
method of estimation provides the best estimates of a.
(b) Within fixed levels of multiple random censoring, the ML method estimate of a increases
consistently with the sample size.
152 A. M. HOSSAIN AND W. J. ZIMMER

(c) For estimating a in the case of multiple random censoring, and based on this study of
bias and MSE, it is recommended that one use the ML method of estimation for all
sample sizes and all levels of censoring. Note that for severe levels of multiple random
censoring, all methods of estimation studied tend to severely underestimate a for all
sample sizes.

6.3 Estimation of the Shape Parameter b in the Case of Type II Censoring

(a) In general, the ML method of estimation tends to underestimate b for all sample sizes and
over all levels of censoring. In general and over all levels of Type II censoring, the
LS(HJ) method tends to underestimate b for small sample sizes and to overestimate b for
large sample sizes, while the LS(MD) method tends to overestimate b for small sample
sizes and to underestimate b for large sample sizes.
(b) Within fixed levels of Type II censoring, the ML estimates of b decrease with sample size
so that the bias tends to be worse for the larger sample sizes. Within fixed levels of
censoring, the MSE, for all methods of estimation studied, generally decreases with
sample size.
(c) In terms of the bias and over all levels of Type II censoring, one would prefer the
ML method for very small sample sizes (n ¼ 10 and n ¼ 15), the LS(MD) method
for moderate sample sizes (n ¼ 20 and n ¼ 25), and the LS(HJ) method for large
sample sizes (n > 25). In terms of the MSE, the ML method is slightly better for all
levels of Type II censoring and all sample sizes. As in the case of random
censoring, the ML method appears to have more bias and less variance than the
LS(HJ) method.

6.4 Estimation of the Scale Parameter a in the Case of Type II Censoring

(a) In general, the ML method tends to underestimate a, while the LS methods usually have
a smaller bias.
(b) The ML method tends to have a slightly smaller MSE than the LS methods overall levels
of Type II censoring and for all sample sizes.
(c) Within fixed levels of Type II censoring, the ML method estimate of a increases con-
sistently with the sample size.
(d) For estimating a in the case of Type II censoring it is recommended that one use the
LS(HJ) method of estimation because it most often provides the smallest bias and an only
slightly larger MSE over all sample sizes and all levels of Type II censoring.
Overall, if one were to consistently use an estimator in the case of censoring of either type,
it is recommended that one use the LS(HJ) method of estimation. One note of caution would
be to be aware that with severe censoring, one may seriously underestimate the value of the
shape parameter b.
It can be seen that the results of the study of this paper with respect to complete samples
compare well with earlier studies. Also, one might note, as was done in the introduction to
this paper, that the bias tends to consistently increase with the value of the shape parameter b.
For small sample sizes (n ¼ 10 and n ¼ 15), the percent bias is approximately 10% of the
value of the parameter. For moderate sample sizes (n ¼ 20 to n ¼ 30), the percent bias is
approximately 6% of the value of the parameter and it decreases to approximately 1.5% of
the value of the parameter for n ¼ 100.
 COMPARISON OF ESTIMATION METHODS 153

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