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Estimation of Mixed Weibull Parameters in Life Testing

This paper deals with estimating parameters from a mixture of two Weibull distributions. The weighted least-squares method is used to estimate the parameters of the mixed model when data are grouped and censored. Simulation study of the variations of the weighted least-squares estimator has been carried out. A few examples have also been provided. Based on the simulation study, the weighted least-squares estimators are robust with respect to the number of intervals for the grouped data. The estimators of the scale parameters are quite sensitive to the censoring time, but those of the shape parameters are not as sensitive. This method provides a good alternative to the commonly used maximum likelihood estimators which are difficult to obtain and are frequently intractable. The techniques could easily be extended to a mixed model of more than two Weibull distributions and ungrouped and/or uncensored samples.