• Communications for Statistical Applications and Methods
• /
• 제23권3호
• /
• pp.241-250
• /
• 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.

• 한국신뢰성학회지:신뢰성응용연구
• /
• 제11권3호
• /
• pp.225-234
• /
• 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.

• Journal of the Korean Data and Information Science Society
• /
• 제20권1호
• /
• pp.39-48
• /
• 2009

피셔 정보행렬은 모수 추론에서 중요한 역할을 한다. 특히 비정보 사전분포를 이용한 사후분포로 유도하는 객관적 베이지안 추론에서 사용된다. 또한 기하학에서는 거리함수의 한 예로서 이용된다. 모수가 많아질수록 피셔 정보행렬의 계산이 복잡하여진다. 따라서 본 논문에서는 매스매티카를 이용하여 계산상 필요한 프로그램을 적용시켜 신뢰성 이론에서 사용되는 3-모수 와이블분포에 대한 피셔 정보행렬을 유도하였다.

• 한국농공학회:학술대회논문집
• /
• 한국농공학회 1998년도 학술발표회 발표논문집
• /
• pp.331-337
• /
• 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.

• 대한전기학회논문지:전력기술부문A
• /
• 제55권3호
• /
• pp.109-115
• /
• 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.

• 한국산림과학회지
• /
• 제80권4호
• /
• pp.420-426
• /
• 1991

강원도 동해안 일대 유명피서지 (16개소)에 분포하고 있는 해송림(海松林)의 합리적 사업계획을 수립하기 위한 기초자료(基礎資料)를 제공하고자 Weibull분포(分布)를 이용하여 직경분포(直徑分布)를 추정하였다. 그 결과는 다음과 같다. 1. 강원도 동해안 일대에 분포하고 있는 해송림(海松林)의 평균흉고직경(平均胸高直經)은 10.3cm이며 각 지역별 평균직경(平均直徑)은 6.9-14.6cm로 나타났다. 2. Weibull 분포(分布)의 모수(母數)는 각 지역별로 추정되었으며, 전지역에 대한 모수는 a=5, b=5.6997, c=1.4079로 추정되었다. 3. 직경분포(直徑分布)의 추정치와 실측치를 Kolmogorov-Smirnov법에 의하여 검정한 결과, 5% 유의수준에서 잘 적합하였다.

• Journal of Biosystems Engineering
• /
• 제11권1호
• /
• pp.76-85
• /
• 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.

• 대한산업공학회지
• /
• 제42권4호
• /
• pp.256-262
• /
• 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.

• Communications for Statistical Applications and Methods
• /
• 제19권3호
• /
• pp.479-493
• /
• 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.

• Journal of the Korean Data and Information Science Society
• /
• 제25권3호
• /
• pp.611-622
• /
• 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.