[R] Estimating Weibull Distribution Parameters - very basic question

[Douglas Bates]

Peter Dalgaard BSA <p.dalgaard at biostat.ku.dk> writes:

> 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))
> optim(c(1,5),loglike)
> 
> 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...

More details and some worked examples are available in a presentation
that I gave at the recent Joint Statistical Meetings.  The slides for
the presentation are available as
             http://www.stat.wisc.edu/~bates/JSM2001.pdf

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