• Title/Summary/Keyword: Weibull probability

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Closeness of Lindley distribution to Weibull and gamma distributions

  • Raqab, Mohammad Z.;Al-Jarallah, Reem A.;Al-Mutairi, Dhaifallah K.
    • Communications for Statistical Applications and Methods
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    • v.24 no.2
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    • pp.129-142
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    • 2017
  • In this paper we consider the problem of the model selection/discrimination among three different positively skewed lifetime distributions. Lindley, Weibull, and gamma distributions have been used to effectively analyze positively skewed lifetime data. This paper assesses how much closer the Lindley distribution gets to Weibull and gamma distributions. We consider three techniques that involve the likelihood ratio test, asymptotic likelihood ratio test, and minimum Kolmogorov distance as optimality criteria to diagnose the appropriate fitting model among the three distributions for a given data set. Monte Carlo simulation study is performed for computing the probability of correct selection based on the considered optimality criteria among these families of distributions for various choices of sample sizes and shape parameters. It is observed that overall, the Lindley distribution is closer to Weibull distribution in the sense of likelihood ratio and Kolmogorov criteria. A real data set is presented and analyzed for illustrative purposes.

A Study on the Evaluation of Linear Cumulative Damage Factor of Membrane Type LNG Tank by use of Probability Density Function (확률밀도함수를 이용한 멤브레인방식 LNG탱크의 선형누적손상도 평가에 관한 연구)

  • 김종호
    • Journal of Advanced Marine Engineering and Technology
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    • v.28 no.6
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    • pp.993-999
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    • 2004
  • The estimation of fatigue life at the design stage of membrane type LNG tank is very important in order to arrive at feasible and cost effective solutions considering the total lifetime of the tank. In this study, the practical procedure of fatigue life prediction by use of cumulative damage factors based on Miner-Palmgren hypothesis and probability density function has been shown with the corner region of Gaz Transport Membrane type LNG tank being used as an example. In particular the parameters of Weibull distribution that determine the stress spectrum are discussed. The main results obtained from this study are as follows: 1. The recommended value for the shape parameter of Weibull distribution for the LNG tank is 1.1 in case of using the direct calculation method proposed in this study. 2. The calculated fatigue life is influenced by the shape parameter of Weibull distribution and stress block. The safe fatigue design can be achieved by using higher value of shape parameter and the stress blocks divided into more stress blocks.

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

  • Kang, Dong-Bum;Ko, Kyung-Nam
    • Journal of the Korean Solar Energy Society
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    • v.38 no.5
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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.

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

  • 김갑수
    • Journal of Korean Society of Transportation
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    • v.5 no.2
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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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Maximum a posteriori CFAR for weibull clutter (Weibull clutter 에 대한 최대사후확률 일정오경보수신기)

  • Yu, Kung-T.;Seo, Jin-H.
    • Proceedings of the KIEE Conference
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    • 1995.11a
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    • pp.146-148
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    • 1995
  • A CFAR algorithm for weibull clutter is discussed. The Maximum a posteriori(MAP) estimator for two parameters(skewness and scale) of the weibull clutter is proposed, assuming the probability density function of skewness parameter is known. And proposed MAP estimator is compared with the Maximum likelihood(ML) estimator. Using this MAP estimator, we can design CFAR detector which is shown to have smaller CFAR loss than ML CFAR detector by the statistical simulation method.

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Wind energy assessment at complex terrain using mixture probability distribution (혼합확률분포를 이용한 복잡지형의 풍력자원 평가)

  • Song, Ho-Sung;Kwon, Soon-Duck
    • Journal of the Korean Solar Energy Society
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    • v.33 no.2
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    • pp.18-27
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    • 2013
  • This paper presents a method for assessing the wind energy potential at complex terrain using probability distribution. And the proper probability models of the parameters estimating the wind energy are presented. Finally a mixture-Weibull determined by numerical methods procedure are proposed to assess the probability distribution of the energy potential at a site. The developed method is applied to the Kwanjungchun Bridge and compared with wind records which the neighboring weather station.

A Probabilistic Analysis on Fracture Strength of Ceramics (세라믹스의 파괴강도에 관한 확률론적 해석)

  • 김선진
    • Journal of Ocean Engineering and Technology
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    • v.10 no.2
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    • pp.61-68
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    • 1996
  • Weibull distribution function is applied very successfully to the strength of brittle materials such as ceramics and the weakest link model is applied to explain the ovents. This paper deals with the effect of specimen size on the strength of ceramics. The values of tensile strength were calculated by the Monte-Calro simuation. The tensile strength obtained was plotted on Weibull probabillity papers and represented by the 3-parameter Weibull distribution. The strength distribution function was compared with the theoretical weibull distribution. As a result, it was found that the Weibull shape parameter was changed due to the size and there was a possibility of a false indication as if the weakest link model holds good. We should be very careful when we apply the Weibull statistics to estimate the strength of products.

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Effect of Cobalt to Bronze Ratio on Transverse Rupture Strength of Diamond Segments

  • Unal, Rahmi
    • Proceedings of the Korean Powder Metallurgy Institute Conference
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    • 2006.09b
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    • pp.1146-1147
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    • 2006
  • Diamond segments were fabricated by cold pressing and sintering under pressure at the temperature up to $750^{\circ}C$. Based on the results of this investigation, it can be concluded that the segments containing 39wt.% cobalt in the matrix material have the highest bending strength at a fracture probability of 50 % due to the weibull distribution method. According to the weibull statistics, it was also determined that the transverse rupture strength was the best for 39 wt.% cobalt ratio in the matrix material for the fracture probability when the other variables are the same.

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Comparison of Wind Energy Density Distribution Using Meteorological Data and the Weibull Parameters (기상데이터와 웨이블 파라메타를 이용한 풍력에너지밀도분포 비교)

  • Hwang, Jee-Wook;You, Ki-Pyo;Kim, Han-Young
    • Journal of the Korean Solar Energy Society
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    • v.30 no.2
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    • pp.54-64
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    • 2010
  • Interest in new and renewable energies like solar energy and wind energy is increasing throughout the world due to the rapidly expanding energy consumption and environmental reasons. An essential requirement for wind force power generation is estimating the size of wind energy accurately. Wind energy is estimated usually using meteorological data or field measurement. This study attempted to estimate wind energy density using meteorological data on daily mean wind speed and the Weibull parameters in Seoul, a representative inland city where over 60% of 15 story or higher apartments in Korea are situated, and Busan, Incheon, Ulsan and Jeju that are major coastal cities in Korea. According to the results of analysis, the monthly mean probability density distribution based on the daily mean wind speed agreed well with the monthly mean probability density distribution based on the Weibull parameters. This finding suggests that the Weibull parameters, which is highly applicable and convenient, can be utilized to estimate the wind energy density distribution of each area. Another finding was that wind energy density was higher in coastal cities Busan and Incheon than in inland city Seoul.

Comparison of Probability Density Functions for Caculation of Capacity Factors of Wind Turbine Generator (풍력발전기의 설비이용률 계산을 위한 확률밀도함수의 비교)

  • Kang, Taeg-Geun;Huh, Jong-Chul;Jwa, Chong-Keun
    • Proceedings of the KIEE Conference
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    • 2002.07b
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    • pp.1338-1341
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    • 2002
  • The Weibull probability density function and the Rayleigh function are compared by analyzing the relations of the capacity factors which are compared the actual wind speed frequency curve with which are modelled using the probability density functions with different mean wind speeds. For this analysis, the wind speed means of arithmetic, root mean square, cubic mean cuberoot, and standard deviations are computed from the measured wind speed data of a specific site and the coefficients of probability density functions are calculated. The capacity factors for Vestas 850[kW] wind turbine are calculated and analyzed. The results shows that the wind speed frequency curve by Rayleigh function is more close to the actual curve than by Weibull function. The more the wind speed frequency curve is close to the actual one, the more the capacity factors become large values.

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