• 제목/요약/키워드: Weibull parameters

검색결과 323건 처리시간 0.023초

Jackknife Estimates for Parameter Changes in the Weibull Distribution

  • Jungsoo;Changsoo
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.199-210
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    • 2000
  • We shall propose several estimators for the shape and scale parameters I the Weibull distribution based upon the complete or truncated samples when both parameters are functions of a known exposure level and study properties for proposed several estimators

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와이블 풍속 분포 파라미터 추정을 위한 Ln­least 방법의 확률도시위치 적용 (An Application of the Probability Plotting Positions for the Ln­least Method for Estimating the Parameters of Weibull Wind Speed Distribution)

  • 강동범;고경남
    • 한국태양에너지학회 논문집
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    • 제38권5호
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    • pp.11-25
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    • 2018
  • The Ln-least method is commonly used to estimate the Weibull parameters from the observed wind speed data. In previous studies, the bin method has been used to calculate the cumulative frequency distribution for the Ln-least method. The purpose of this study is to obtain better performance in the Ln-least method by applying probability plotting position(PPP) instead of the bin method. Two types of the wind speed data were used for the analysis. One was the observed wind speed data taken from three sites with different topographical conditions. The other was the virtual wind speed data which were statistically generated by a random variable with known Weibull parameters. Also, ten types of PPP formulas were applied which were Hazen, California, Weibull, Blom, Gringorten, Chegodayev, Cunnane, Tukey, Beard and Median. In addition, in order to suggest the most suitable PPP formula for estimating Weibull parameters, two accuracy tests, the root mean square error(RMSE) and $R^2$ tests, were performed. As a result, all of PPPs showed better performances than the bin method and the best PPP was the Hazen formula. In the RMSE test, compared with the bin method, the Hazen formula increased estimation performance by 38.2% for the observed wind speed data and by 37.0% for the virtual wind speed data. For the $R^2$ test, the Hazen formula improved the performance by 1.2% and 2.7%, respectively. In addition, the performance of the PPP depended on the frequency of low wind speeds and wind speed variability.

Two Sample Tests in the Weibull Distribution

  • Park, Won-Joon
    • Journal of the Korean Statistical Society
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    • 제8권2호
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    • pp.99-105
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    • 1979
  • In Thoman and Bain and Schafer and Sheffield, procedures for testing the equality of the scale parameters of two Weibull populations with a common shape parameter and procedures for selecting the Weibull population with the largest scale parameter are given. We give, in this paper, a modified procedure for the above testing and selection problems, which is more powerful than those previoulsy given.

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고장 보고율을 이용한 현장 수명자료 분포의 모수추정 (Estimating Parameters of Field Lifetime Data Distribution Using the Failure Reporting Probability)

  • 김영복;이창훈
    • 대한산업공학회지
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    • 제33권1호
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    • pp.52-60
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    • 2007
  • Estimating parameters of the lifetime distribution is investigated when field failure data are not completelyreported. To take into account the reality and the accuracy of the estimates in such a case, the failure reportingprobability is incorporated in estimating parameters, Firstly, method of maximum likelihood estimate (MLE) isused to estimate parameters of the lifetime distribution when failure reporting probability is known, Secondly,Expectation and Maximization (EM) algorithm is used to estimate the failure reporting probability and parame-ters of the lifetime distribution simultaneously when failure reporting probability is unknown. For both cases,procedures of estimation are illustrated for single Weibull distribution and mixed Weibull distribution. Simula-tion results show that MLE obtained by the proposed method is more accurate than the conventional MLE.

이산 시간 접근 방법을 사용하는 2 개의 직렬계 비동일 부품 고장의 와이블 분포 모수의 베이시안 추정에 대한 타당성 조사 (A Feasibility Study on Bayesian Inference of Parameters of Weibull Distributions of Failures for Two Non-identical Components in Series System by using Discrete Time Approximation Method)

  • 정인승
    • 대한기계학회논문집A
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    • 제33권10호
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    • pp.1144-1150
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    • 2009
  • This paper investigates the feasibility of the Bayesian discrete time approximation method to estimate the parameters of Weibull distributions of failures for two non-identical components connected in series system. A Bayesian model based on the discrete time approximation method is formulated to infer the Weibull parameters of two non-identical components with the failure data of the virtual tests. The study of this paper comes to a conclusion that the method is feasible only for some special cases under the given constraints on the concerned parameters.

순서를 갖는 척도모수들의 사전정보 하에 k-모집단 와이블분포의 베이지안 모수추정 (Bayesian Estimation of k-Population Weibull Distribution Under Ordered Scale Parameters)

  • 손영숙;김성욱
    • 응용통계연구
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    • 제16권2호
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    • pp.273-282
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    • 2003
  • 순서화된 척도모수들의 사전정보를 가지는 k-모집단 와이블분포의 모수추정을 위한 베이지안방법이 제시된다. 모수추정은 깁스샘플링에 의해서 이루어지며, 특히 깁스샘플러에서 형태모수의 조건부 사후분포는 로그-오목함수이므로 적응기각표집(Adaptive Rejection Sampling: ARS)방법에 의해 모수생성을 하였다. 논의된 모수추정법을 전기 절연유체 고장시간자료에 적용하여 척도모수의 순서화정보를 반영한 경우와 그렇지 않은 경우를 비교하였다.

Goodness-of-fit tests for randomly censored Weibull distributions with estimated parameters

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제24권5호
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    • pp.519-531
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    • 2017
  • We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.

Estimation of Suitable Methodology for Determining Weibull Parameters for the Vortex Shedding Analysis of Synovial Fluid

  • Singh, Nishant Kumar;Sarkar, A.;Deo, Anandita;Gautam, Kirti;Rai, S.K.
    • 대한의용생체공학회:의공학회지
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    • 제37권1호
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    • pp.21-30
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    • 2016
  • Weibull distribution with two parameters, shape (k) and scale (s) parameters are used to model the fatigue failure analysis due to periodic vortex shedding of the synovial fluid in knee joints. In order to determine the later parameter, a suitable statistical model is required for velocity distribution of synovial fluid flow. Hence, wide applicability of Weibull distribution in life testing and reliability analysis can be applied to describe the probability distribution of synovial fluid flow velocity. In this work, comparisons of three most widely used methods for estimating Weibull parameters are carried out; i.e. the least square estimation method (LSEM), maximum likelihood estimator (MLE) and the method of moment (MOM), to study fatigue failure of bone joint due to periodic vortex shedding of synovial fluid. The performances of these methods are compared through the analysis of computer generated synovial fluidflow velocity distribution in the physiological range. Significant values for the (k) and (s) parameters are obtained by comparing these methods. The criterions such as root mean square error (RMSE), coefficient of determination ($R^2$), maximum error between the cumulative distribution functions (CDFs) or Kolmogorov-Smirnov (K-S) and the chi square tests are used for the comparison of the suitability of these methods. The results show that maximum likelihood method performs well for most of the cases studied and hence recommended.

Weibull분포를 이용한 도로교통소음의 예측에 관한 연구 (A Method to Predict Road Traffic Noise Using the Weibull Distribution)

  • 김갑수
    • 대한교통학회지
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    • 제5권2호
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    • pp.73-80
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    • 1987
  • Various procedures for evaluation of traffic noise annoyance have been proposed. However, most of the studies of this type are restricted for improving traffic flow. In this paper, a method to predict the road traffic noise is proposed in terms of equivalent continuous A-Weighted sound pressure level (Leq), based on a probability model. First, distribution of the road traffic noise level are investigated. second, the weibull distribution parameters are estimated by using the quantification theory. Finally, a prediction model of the road traffic noise is proposed based on the weibull distribution model The predicted values of the Leq are closely matched the measured data.

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Estimation for the Weibull Distribution Based on Censored Samples

  • Lee, Hwa-Jung;Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 춘계학술대회
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    • pp.59-68
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    • 2005
  • We consider the problem of estimating the scale and shape parameter of the Weibull distribution based on censored samples. we propose the approximate maximum likelihood estimators (AMLEs) of the scale and shape parameters in the Weibull distribution based on Type-II censored samples. We compare the proposed estimators in the sense of mean squared error (MSE).

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