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A note on multiple roots of a likelihood equation for Weibull sequential order statistics

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Abstract

A multi-sample set-up of sequential order statistics from Weibull distribution functions with known scale parameters and a common unknown shape parameter is considered. The respective likelihood equation may have multiple roots even in the single-sample case, which is demonstrated by a simple example and illustrated with a simulation study. Uniqueness of the root of the likelihood equation and of the maximum likelihood estimator is examined with respect to different models of ordered data, sufficient conditions for uniqueness are shown, and the distribution of the number of roots of the likelihood equation is seen to be independent of the unknown shape parameter.

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Correspondence to Marcus Johnen.

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Johnen, M., Bedbur, S. & Kamps, U. A note on multiple roots of a likelihood equation for Weibull sequential order statistics. Metrika 83, 519–525 (2020). https://doi.org/10.1007/s00184-019-00743-4

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