About Convergence in Weibull

[Park, sang jun]

[Originally Posted: 11/12/99-- Transferred by ReliaSoft Moderator]

I used Newton-Raphson algorithm to obtain MLE of lognormal distribution for grouped data. I used the graphical estimate as initial estimate, but failed to converge.. Would you tell me what algorithm is used in Weibull++ ??

[David J. Groebel]

[Originally Posted: 11/12/99-- Transferred by ReliaSoft Moderator]

In Weibull++, the first partial derivatives of the Log-Likelihood Function are solved simultaneously to get the estimates of the parameters. When using MLE, the graphical initial estimates might have been shifted if the data set contains many suspensions. In addition, for some parameter combinations the MLE solution will break down and fail to exist.