Robust interval estimators of weibull parameters with probability integral transformation
Kulcsszavak:robust estimators, Weibull distribution, probability integral transformation
This article gives a construction of a weighted mean which has good robust properties (qualitative robustness, bounded influence function, high breakdown points). The construction is based on M-functionals with smooth defining functions which are used to control weighting. This method can be applied some other statistical problems but it is used for estimation of the parameters of Weibull-family.