• Title/Summary/Keyword: Weibull distribution

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Estimation of Weibull Scale Parameter Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Lee, Hwa-Jung;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.593-603
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    • 2004
  • We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censored samples. We propose two estimators by using the approximate maximum likelihood estimation method for Weibull and extreme value distributions. The proposed estimators are compared in the sense of the mean squared error.

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Likelihood Function of Order Statistic with a Weibull Distribution (와이벌분포를 갖는 순위설계량의 우도함수)

  • Seo Nam-Su
    • Journal of the military operations research society of Korea
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    • v.9 no.2
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    • pp.39-43
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    • 1983
  • In this paper, we derive the likelihood function for the independent random order statistic whose underlying lifetime distribution is a two parameter Weibull form. For this purpose we first discuss the order statistic which represent a characteristic feature of most life and fatigue tests that they give rise to ordered observations. And, we describe the properties of the underlying Weibull model. The derived likelihood function is essential for establishing the statistical life test plans in the case of Weibull distribution using a likelihood ratio method.

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A Study on Empirical Distribution Function with Unknown Shape Parameter and Extreme Value Weight for Three Parameter Weibull Distribution (3변수 Weibull 분포형의 형상매개변수 및 극치값 가중치를 고려한 EDF 검정에 대한 연구)

  • Kim, Taereem;Shin, Hongjoon;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.46 no.6
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    • pp.643-653
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    • 2013
  • The most important procedure in frequency analysis is to determine the appropriate probability distribution and to estimate quantiles for a given return period. To perform the frequency analysis, the goodness-of-fit tests should be carried out for judging fitness between obtained data from empirical probability distribution and assumed probability distribution. The previous goodness-of-fit could not consider enough extreme events from the recent climate change. In this study, the critical values of the modified Anderson-Darling test statistics were derived for 3-parameter Weibull distribution and power test was performed to evaluate the performance of the suggested test. Finally, this method was applied to 50 sites in South Korea. The result shows that the power of modified Anderson-Darling test has better than other existing goodness-of-fit tests. Thus, modified Anderson-Darling test will be able to act as a reference of goodness-of-fit test for 3-parameter Weibull model.

Statistical Analysis for Fatigue Lifetime of Ceramics (세라믹스의 피로수명에 대한 통계적 분석)

  • 박성은;김성욱;이홍림
    • Journal of the Korean Ceramic Society
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    • v.34 no.9
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    • pp.927-934
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    • 1997
  • Static and cyclic fatigue tests were carried out for alumina specimen to study the statistical analyses (normal, lognormal and Weibull distribution) of fatigue lifetime data and nominal initial crack length data. Fatigue lifetime data followed Weibull distribution better than normal or lognormal distribution, for the shape parameter of the notched specimen was larger than that of the unnotched specimen. The nominal initial crack length data obtained from fatigue lifetime followed the lognormal and Weibull distribution better than normal distribution, for the coefficient of variation of the unnotched specimen was larger than that of the notched specimen, and shape parameter of unnotched specimen was smaller than that of the notched specimen.

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A Study on the Application of Weibull Survivor Curves to Estimate Mortality Characteristics of Industrial Property (산업설비의 내용년수 추정을 위한 Weibull 생존곡선의 적용)

  • 오현승
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.57
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    • pp.113-122
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    • 2000
  • A mixture of two distributions, each belonging to the same known Weibull distributions, is proposed and a simple graphical method for estimating the parameters of the Weibull distribution is applied. It appears from the results of this study that the mixed Weibull distribution is an appropriate expression for describing industrial property mortality characteristics.

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Estimation of weibull parameters for wind energy application in Iran's cities

  • Sedghi, Majid;Hannani, Siamak K.;Boroushaki, Mehrdad
    • Wind and Structures
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    • v.21 no.2
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    • pp.203-221
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    • 2015
  • Wind speed is the most important parameter in the design and study of wind energy conversion systems. The weibull distribution is commonly used for wind energy analysis as it can represent the wind variations with an acceptable level of accuracy. In this study, the wind data for 11 cities in Iran have been analysed over a period of one year. The Goodness of fit test is used for testing data fit to weibull distribution. The results show that this data fit to weibull function very well. The scale and shape factors are two parameters of the weibull distribution that depend on the area under study. The kinds of numerical methods commonly used for estimating weibull parameters are reviewed. Their performance for the cities under study was compared according to root mean square and wind energy errors. The result of the study reveals the empirical, modified maximum likelihood estimate of wind speed with minimum error. Also, that the moment and modified maximum likelihood are the best methods for estimating the energy production of wind turbines.

Estimation of the Parameters of the New Generalized Weibull Distribution

  • Zaindin, M.
    • International Journal of Reliability and Applications
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    • v.11 no.1
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    • pp.23-40
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    • 2010
  • Recently, Zaindin and Sarhan (2009) introduced a new distribution named new generalized Weibull distribution. This paper deals with the problem of estimating the parameters of this distribution in the case where the data is grouped and censored. We use both the maximum likelihood and Bayes techniques. The results obtained are illustrated on a set of real data.

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CHARACTERIZATIONS OF THE WEIBULL DISTRIBUTION BY THE INDEPENDENCE OF RECORD VALUES

  • Chang, Se-Kyung
    • Journal of the Chungcheong Mathematical Society
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    • v.21 no.2
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    • pp.279-285
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    • 2008
  • This paper presents some characterizations of the Weibull distribution by the independence of record values. We prove that $X{\sim}Weibull(1,{\alpha})$, ${\alpha}>0$ if and only if $\frac{X_{U(n+1)}}{X_{U(n+1)}-X_{U(n)}}$ and $X_{U(n+1)}$ for $n{\geq}1$ are independent. We show that $X{\sim}Weibull(1,{\alpha})$, ${\alpha}>0$ if and only if $\frac{X_{U(n+1)}}{X_{U(n+1)}-X_{U(n)}}$ and $X_{U(n+1)}$ for $n{\geq}1$ are independent. And we establish that $X{\sim}Weibull(1,{\alpha})$, ${\alpha}>0$ if and only if $\frac{X_{U(n+1)}+X_{U(n)}}{X_{U(n+1)}-X_{U(n)}}$ and $X_{U(n+1)}$ for $n{\geq}1$ are independent.

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Application of the Weibull-Poisson long-term survival model

  • Vigas, Valdemiro Piedade;Mazucheli, Josmar;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.325-337
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    • 2017
  • In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.

Design of Bayesian Zero-Failure Reliability Demonstration Test for Products with Weibull Lifetime Distribution (와이불 수명분포를 갖는 제품에 대한 베이지안 신뢰성 입증시험 설계)

  • Kwon, Young Il
    • Journal of Applied Reliability
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    • v.14 no.4
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    • pp.220-224
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    • 2014
  • A Bayesian zero-failure reliability demonstration test method for products with Weibull lifetime distribution is presented. Inverted gamma prior distribution for the scale parameter of the Weibull distribution is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantee specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.