• Title/Summary/Keyword: 3-parameters Weibull distribution

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On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.23 no.3
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    • pp.241-250
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    • 2016
  • In this paper, we consider statistical inferences on the estimation of the parameters of a Weibull distribution when data are randomly censored. Maximum likelihood estimators (MLEs) and approximate MLEs are derived to estimate the parameters. We consider two cases for the censoring model: the assumption that the censoring distribution does not involve any parameters of interest and a censoring distribution that follows a Weibull distribution. A simulation study is conducted to compare the performances of the estimators. The result shows that the MLEs and the approximate MLEs are similar in terms of biases and mean square errors; in addition, the assumption of the censoring model has a strong influence on the estimation of scale parameter.

The Effect of Shape Parameters in Designing Reliability Qualification Test for Weibull lifetime distribution (와이불수명분포를 갖는 제품의 신뢰성인증시험에서 형상모수의 영향분석)

  • Kwon, Young-Il
    • Journal of Applied Reliability
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    • v.11 no.3
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    • pp.225-234
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    • 2011
  • In the fields of reliability application, the most commonly used test methods for reliability qualification are zero-failure acceptance tests since they require fewer test samples and less test time compared to other test methods that guarantee the same reliability with a given confidence level. Usually values of shape parameters are assumed to be known in designing reliability qualification tests for Weibull lifetime distribution. It is important to select correct values of shape parameters to guarantee the specified reliability with given confidence level exactly. The effect of using wrong values of shape parameters in designing reliability qualification test for products with Weibull lifetime distribution is examined and selecting proper values of shape parameters for conservative reliability qualification is discussed.

Derivation of the Fisher information matrix for 3-parameters Weibull distribution using mathematica (매스매티카를 이용하여 3-모수를 갖는 와이블분포에 대한 피셔 정보행렬의 유도)

  • Yang, Ji-Eun;Baek, Hoh-Yoo
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.39-48
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    • 2009
  • Fisher information matrix plays an important role in statistical inference of unknown parameters. Especially, it is used in objective Bayesian inference which derives to the posterior distribution using a noninformative prior distribution and is an example of metric functions in geometry. The more parameters for estimating in a distribution are, the more complicate derivation of the Fisher information matrix for the distribution is. In this paper, we derive to the Fisher information matrix for 3-parameters Weibull distribution which is used in reliability theory using Mathematica programs.

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Comparative Analysis of Flood Frequncy by Moment and L-moment in Weibull-3 distribution (Weibull-3 분포모형의 모멘트법 및 L-모멘트법에 의한 홍수빈도비교분석)

  • 이순혁;맹승진;송기헌;류경식;지호근
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1998.10a
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    • pp.331-337
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    • 1998
  • This study was carried out to derive optimal design floods by Weibull-3 distribution with the annual maximum series at seven watersheds along Man, Nagdong, Geum, Yeongsan and Seomjin river systems. Adequacy for the analysis of flood data used in this study was acknowledged by the tests of Independence, Homogeneity, detection of Outliers. Parameters were estimated by the Methods of Moments and L-Moments. Design floods obtained by Methods of Moments and L-Moments using different methods for plotting positions in Weibull-3 distribution were compared by the rotative mean error and relative absolute error. It has shown that design floods derived by the method of L-moments using Weibull plotting position formula in Weibull-3 distribution are much closer to those of the observed data in comparison with those obtained by method of moments using different formulas for plotting positions in view of relative mean and relative absolute error.

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A Weibull Model Building Technique for Reliability Assessment with Limited failure Data (신뢰도 평가에서 제한된 데이터를 이용한 와이블분포 모형화 기법)

  • Kim, Gwang-Won
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.3
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    • pp.109-115
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    • 2006
  • The Weibull distribution is a good candidate for accurate probabilistic model with its rich shape-forming ability and relatively simple CDF(cumulative distribution function). If there are sufficient information to get convincible mean and variance for a probabilistic event, reliable parameters of the Weibull distribution can be determined uniquely. However, sufficient information is not given as usual. There needs more deliberate model building method for that case. This Paper presents an effective parameter estimation technique for Weibull distribution with limited failure data.

Estimating Diameter Distribution with the Weibull Distribution -Case of Korea Black pine (Pinus thunbergii) Stands on the Eastern Sea Coast of Korea- (Weibull분포(分布)에 의한 직경분포추정(直徑分布推定)에 관한 연구(硏究) - 동해안일대(東海岸一帶) 해송림(海松林)을 중심(中心)으로 -)

  • Yun, Jong Wha;Cho, Hyun Kook
    • Journal of Korean Society of Forest Science
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    • v.80 no.4
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    • pp.420-426
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    • 1991
  • This study was conducted to provide fundamental information to make rational management planning in eastern seacoast forest, mainly composed of black pine (Pinus Thunbergii), Kangweon Province. Diameter distribution was estimated by the method of Weibull distribution. The results were as fallows ; 1. Average diameter in the eastern seacoast forests of Kangweon Province was 10.3cm, and the average D. B. H, of 16 study sites ranged from 6.9 to 14.6cm. 2. Parameters of the Weibull distribution were estimated in each study sites and the estimated parameters of the all study forests were a=5, b=5.6997 and c=1.4079. 3. Tested by Kolmogorov-Smirnov method for the significant differences between actual and estimated diameter distribution, the result showed that estimated values were well fitted to the actual ones at 5% significance level.

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A Study on Failure Characteristics and Reliability Prediction of the Rice Combine Harvester (콤바인 수확기(收穫機)의 고장특성(故障特性) 및 신뢰성(信賴性) 예측(豫測)에 관(關)한 연구(硏究))

  • Kim, H.K.;Chung, C.J.
    • Journal of Biosystems Engineering
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    • v.11 no.1
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    • pp.76-85
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    • 1986
  • This study was intended to examine the failure characteristics and breakdowns of the head-fed type combines generally used on farms. The failure distribution was assumed to follow Weibull distribution function and the Weibull parameters of the major parts, units and combine as whole were estimated by using the data collected in a survey. A computer program for the estimation of the Weibull parameter was developed. Monte Carlo method was used in predicting the time between failures. The results of study may be summarized as follows: 1. The number of failures per combine was 4.83 times per year and 0.3 times per hectare of combines of different ages. 2. According to the Kolmogorov-Smirnov test method, it was proved that the Weibull distribution function is well fitted to the characteristics of the failure and breakdowns of combines. 3. Weibull parameters of failure distribution of the combine as a whole were estimated to give the shape parameter ${\beta}$=1.3089 and the scale parameter ${\alpha}$=105.2409. The combining area with 80% reliability was 1.1 ha, and the probability of operating the combine without any failure for a year, was $2.76{\times}10^{-4}$. 4. The mean time between failures (MTBF) of the combines was predicted to be 3.2 ha of operation, which corresponds to 32 hours of operation.

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A Comparison of the Reliability Estimation Accuracy between Bayesian Methods and Classical Methods Based on Weibull Distribution (와이블분포 하에서 베이지안 기법과 전통적 기법 간의 신뢰도 추정 정확도 비교)

  • Cho, HyungJun;Lim, JunHyoung;Kim, YongSoo
    • Journal of Korean Institute of Industrial Engineers
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    • v.42 no.4
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    • pp.256-262
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    • 2016
  • The Weibull is widely used in reliability analysis, and several studies have attempted to improve estimation of the distribution's parameters. least squares estimation (LSE) or Maximum likelihood estimation (MLE) are often used to estimate distribution parameters. However, it has been proven that Bayesian methods are more suitable for small sample sizes than LSE and MLE. In this work, the Weibull parameter estimation accuracy of LSE, MLE, and Bayesian method are compared for sample sets with 3 to 30 data points. The Bayesian method was most accurate for sample sizes under 25, and the accuracy of the Bayesian method was similar to LSE and MLE as the sample size increased.

Bayesian Estimators Using Record Statistics of Exponentiated Inverse Weibull Distribution

  • Kim, Yong-Ku;Seo, Jung-In;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.479-493
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    • 2012
  • The inverse Weibull distribution(IWD) is a complementary Weibull distribution and plays an important role in many application areas. In this paper, we develop a Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution(EIWD). We obtained Bayesian estimators through the squared error loss function (quadratic loss) and LINEX loss function. This is done with respect to the conjugate priors for shape and scale parameters. The results may be of interest especially when only record values are stored.

Nonparametric Bayesian estimation on the exponentiated inverse Weibull distribution with record values

  • Seo, Jung In;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.611-622
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    • 2014
  • The inverse Weibull distribution (IWD) is the complementary Weibull distribution and plays an important role in many application areas. In Bayesian analysis, Soland's method can be considered to avoid computational complexities. One limitation of this approach is that parameters of interest are restricted to a finite number of values. This paper introduce nonparametric Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution (EIWD). In stead of Soland's conjugate piror, stick-breaking prior is considered and the corresponding Bayesian estimators under the squared error loss function (quadratic loss) and LINEX loss function are obtained and compared with other estimators. The results may be of interest especially when only record values are stored.