Weibull fit tests

3 goodnes of fit tests for thw Weibull: Anderson-Darling, Chi-squared and graphic

Description

3 goodnes of fit tests for thw Weibull: Anderson-Darling, Chi-squared and graphic

• MATLAB release: MATLAB 7.6 (R2008a)

[Patrick Del Viso Hopkins]

You have made a mistake in line:

param=weibmle(v);

MATLAB does not seem to recognize "weibmle(v)", could you please correct this?

Thanks!

[Javier Amezcua]

I'm sorry, I hadn't noticed that the built-in function for the maximum likelihood estimators is different that the "weibmle" that I have here. My code for the maximum likelihood estimator is as follows

function [param] = weibmle(x)
b=1;
bgorro=0;
dif=abs(b-bgorro);
while (dif>0.001)
 bgorro=((sum((x.^b).*log(x))/sum(x.^b))-(1/length(x))*sum(log(x))).^(-1);
 dif=abs(b-bgorro);
 b=bgorro;
end
a=((1/length(x))*sum(x.^b)).^(1/b);
param=[a,b];

% a is the scale and b is the shape parameter