Summary
This short paper outlines a framework for deriving the expectations associated with maximum likelihood estimation in the two parameter Weibull distribution; these expectations involve tenns appearing in the derivates of the Weibull probability density function. This framework allows known results to be presented in a unified manner. For standard likelihood considerations, interests centres on the frrst and second order derivatives; however, we also give the expectations of third derivatives, which appear in more advanced likelihood-based results.
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Watkins, A.J. On expectations associated with maximum likelihood estimation in the Weibull distribution. J. Ital. Statist. Soc. 7, 15 (1998). https://doi.org/10.1007/BF03178919
DOI: https://doi.org/10.1007/BF03178919