• Title/Summary/Keyword: Modified Weibull distribution

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A new flexible Weibull distribution

  • Park, Sangun;Park, Jihwan;Choi, Youngsik
    • Communications for Statistical Applications and Methods
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    • v.23 no.5
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    • pp.399-409
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    • 2016
  • Many of studies have suggested the modifications on Weibull distribution to model the non-monotone hazards. In this paper, we combine two cumulative hazard functions and propose a new modified Weibull distribution function. The newly suggested distribution will be named as a new flexible Weibull distribution. Corresponding hazard function of the proposed distribution shows flexible (monotone or non-monotone) shapes. We study the characteristics of the proposed distribution that includes ageing behavior, moment, and order statistic. We also discuss an estimation method for its parameters. The performance of the proposed distribution is compared with existing modified Weibull distributions using various types of hazard functions. We also use real data example to illustrate the efficiency of the proposed distribution.

Goodness-of-fit Test for the Weibull Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.349-361
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    • 2009
  • In this paper, we derive the approximate maximum likelihood estimators of the shape parameter and the scale parameter in a Weibull distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We develop three modified empirical distribution function type tests for the Weibull distribution based on multiply Type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

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.

Goodness-of-fit tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Seo, Yeon-Ju;Jeong, Jina
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.903-914
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    • 2014
  • The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

On the Exponentiated Generalized Modified Weibull Distribution

  • Aryal, Gokarna;Elbatal, Ibrahim
    • Communications for Statistical Applications and Methods
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    • v.22 no.4
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    • pp.333-348
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    • 2015
  • In this paper, we study a generalization of the modified Weibull distribution. The generalization follows the recent work of Cordeiro et al. (2013) and is based on a class of exponentiated generalized distributions that can be interpreted as a double construction of Lehmann. We introduce a class of exponentiated generalized modified Weibull (EGMW) distribution and provide a list of some well-known distributions embedded within the proposed distribution. We derive some mathematical properties of this class that include ordinary moments, generating function and order statistics. We propose a maximum likelihood method to estimate model parameters and provide simulation results to assess the model performance. Real data is used to illustrate the usefulness of the proposed distribution for modeling reliability data.

Approximate Maximum Likelihood Estimation for the Three-Parameter Weibull Distribution

  • Kang, S.B.;Cho, Y.S.;Choi, S.H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.209-217
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    • 2001
  • We obtain the approximate maximum likelihood estimators (AMLEs) for the scale and location parameters $\theta$ and $\mu$ in the three-parameter Weibull distribution based on Type-II censored samples. We also compare the AMLEs with the modified maximum likelihood estimators (MMLEs) in the sense of the mean squared error (MSE) based on complete sample.

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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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Goodness-of-fit Tests for the Weibull Distribution Based on the Sample Entropy

  • Kang, Suk-Bok;Lee, Hwa-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.259-268
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    • 2006
  • For Type-II censored sample, we propose three modified entropy estimators based on the Vasieck's estimator, van Es' estimator, and Correa's estimator. We also propose the goodness-of-fit tests of the Weibull distribution based on the modified entropy estimators. We simulate the mean squared errors (MSE) of the proposed entropy estimators and the powers of the proposed tests. We also compare the proposed tests with the modified Kolmogorov-Smirnov and Cramer-von-Mises tests which were proposed by Kang et al. (2003).

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ON CHARACTERIZATIONS OF CONTINUOUS DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.25 no.3
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    • pp.501-505
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    • 2012
  • In this paper, general classes of continuous distributions are characterized by considering the conditional expectations of functions of upper record statistics. The specific distribution considered as a particular case of the general class of distribution are Exponential, Exponential Power(EP), Inverse Weibull, Beta Gumbel, Modified Weibull(MW), Weibull, Pareto, Power, Singh-Maddala, Gumbel, Rayleigh, Gompertz, Extream value 1, Beta of the first kind, Beta of the second kind and Lomax.