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Weibull distribution
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===Maximum likelihood=== The [[Maximum likelihood estimation|maximum likelihood estimator]] for the <math>\lambda</math> parameter given <math>k</math> is<ref name="Cohen1965"/> :<math>\widehat \lambda = \left(\frac{1}{n} \sum_{i=1}^n x_i^k \right)^\frac{1}{k} </math> The maximum likelihood estimator for <math>k</math> is the solution for ''k'' of the following equation<ref name="Sornette, D. 2004">{{cite book | author = Sornette, D. | year = 2004 | title = Critical Phenomena in Natural Science: Chaos, Fractals, Self-organization, and Disorder}}.</ref> :<math> 0 = \frac{\sum_{i=1}^n x_i^k \ln x_i }{\sum_{i=1}^n x_i^k } - \frac{1}{k} - \frac{1}{n} \sum_{i=1}^n \ln x_i </math> This equation defines <math>\widehat k</math> only implicitly, one must generally solve for <math>k</math> by numerical means. When <math>x_1 > x_2 > \cdots > x_N</math> are the <math>N</math> largest observed samples from a dataset of more than <math>N</math> samples, then the maximum likelihood estimator for the <math>\lambda</math> parameter given <math>k</math> is<ref name="Sornette, D. 2004"/> :<math>\widehat \lambda^k = \frac{1}{N} \sum_{i=1}^N (x_i^k - x_N^k)</math> Also given that condition, the maximum likelihood estimator for <math>k</math> is{{citation needed|date=December 2017}} :<math> 0 = \frac{\sum_{i=1}^N (x_i^k \ln x_i - x_N^k \ln x_N)} {\sum_{i=1}^N (x_i^k - x_N^k)} - \frac{1}{N} \sum_{i=1}^N \ln x_i </math> Again, this being an implicit function, one must generally solve for <math>k</math> by numerical means.
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