Abstract
We propose a method of parameter estimation and goodness-of-fit test for lifetime analysis based on small censored data. Motivated by lifetime estimation of telecommunication systems, 2-parameter and 3-parameter Weibull distribution are discussed in this paper. The discussion is limited to the case when the censor time is a fixed value. With the application of EIC and bootstrap method, the proposed method enables both parameter estimation and the goodness-of-fit test for the estimated distributions, when the sample size is small and the censored data are included. The discussion also concerns with the evaluation of variation of the esimated bias derived from the small sample size.
