[R] Estimating Weibull Distribution Parameters - very basic question

Peter Dalgaard BSA p.dalgaard at biostat.ku.dk
Tue Aug 28 16:10:14 CEST 2001

Kaspar Pflugshaupt <pflugshaupt at geobot.umnw.ethz.ch> writes:

> Hello,
> is there a quick way of estimating Weibull parameters for some data points 
> that are assumed to be Weibull-distributed?
> I guess I'm just too lazy to set up a Maximum-Likelihood estimation... 
> ...but maybe there is a simpler way?
> Thanks for any hint (and yes, I've read help(Weibull) ;)

How hard can it be:

x <- rweibull(200,5)
loglike<-function(p) -2*sum(dweibull(x,p[1],p[2],log=T))

You might want to refine that a little, but the possibility of finding
maximum likelihood estimates by writing up the likelihood and
maximizing it is ofte overlooked...

   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
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