• Title/Summary/Keyword: Weibull & Weibull distribution

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Bayesian Estimators Using Record Statistics of Exponentiated Inverse Weibull Distribution

  • Kim, Yong-Ku;Seo, Jung-In;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.479-493
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    • 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.

Nonparametric Bayesian estimation on the exponentiated inverse Weibull distribution with record values

  • Seo, Jung In;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.611-622
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    • 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.

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.

A Study on the Reliability of Helical Gear System Using Renewal Theory (재생이론에 의한 헬리컬 기어장치의 신뢰성에 관한 연구)

  • 김하수;양성모
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.6
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    • pp.90-96
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    • 1998
  • Helical gear system is widely used to transmit heavy duty power with harmonies and silences between parallel shafts. This paper predicts a life with Weibull distribution and estimates a reliability based on recycle principle of helical gear systems. 2-parameter Weibull distribution is generally adopted to estimate the mechanical life and the reliability of most gear systems, because this Weibull distribution is proper to explain a characteristics or a life of parts of gear systems with linearity of probability density data on weibull data sheet. For a high reliability, this paper estimates a number of overhaul times and a number of needed substitutes (exchange attachment,1 or parts) with following renewal theory, One is make an exchange of whole module include failure attachments/parts and second estimating method is only exchange of a failure attachments / parts.

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Statistical analysis of S-N type environmental fatigue data of Ni-base alloy welds using weibull distribution

  • Jae Phil Park;Junhyuk Ham;Subhasish Mohanty;Dayu Fajrul Falaakh;Ji Hyun Kim;Chi Bum Bahn
    • Nuclear Engineering and Technology
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    • v.55 no.5
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    • pp.1924-1934
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    • 2023
  • In this study, the probabilistic fatigue life model for Ni-base alloys was developed based on the Weibull distribution using statistical analysis of fatigue data reported in NUREG/CR-6909 and the new fatigue data of Alloy 52M/152 and 82/182. The developed Weibull model can consider right-censored data (i.e., non-failed data) and quantify the improved safety (or reliability) based on the level of failure probability. The overall margin in the current fatigue design limit model (ASME design curve + NUREG/CR-6909 Fen model) is similar to that of the Weibull model with a cumulative failure probability of approximately 2.5%. The margin in the current fatigue design limit model demonstrated inconsistencies for the Ni-base alloy weld data, whereas the Weibull model showed a consistent margin. Therefore, the Weibull model can systematically mitigate the excessive safety margin.

A Study on the Statistical Analysis of HDPE films` Breakdown Strength using Weibull Statistical Function (Weibull통계함수를 이용 HDPE필름 절연파괴강토 통계적해석에 관한 연구)

  • 강무성;오재형;박대희
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 1997.11a
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    • pp.106-108
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    • 1997
  • In this paper, the breakdown strength of Pure HDPE(High density polyethylene) films and aged HDPE films were evaluated using 2-parameter Weibull distribution function. The result show that both were fitted 2-parameter Weibull distribution. This method could be used to be the diagnostic tool to evalute the insulation performance and endurance under the multiple stresses.

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An alternative approach to extreme value analysis for design purposes

  • Bardsley, Earl
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.201-201
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    • 2016
  • The asymptotic extreme value distributions of maxima are a natural choice when designing against future extreme events like flood peaks or wave heights, given a stationary time series. The generalized extreme value distribution (GEV) is often utilised in this context because it is seen as a convenient single expression for extreme event analysis. However, the GEV has a drawback because the location of the distribution bound relative to the data is a discontinuous function of the GEV shape parameter. That is, for annual maxima approximated by the Gumbel distribution, the data is also consistent with a GEV distribution with an upper bound (no lower bound) or a GEV distribution with a lower bound (no upper bound). A more consistent single extreme value expression for design purposes is proposed as the Weibull distribution of smallest extremes, as applied to transformed annual maxima. The Weibull distribution limit holds here for sufficiently large sample sizes, irrespective of the extreme value domain of attraction applicable to the untransformed maxima. The Gumbel, Type 2, and Type 3 extreme value distributions thus become redundant, together with the GEV, because in reality there is only a single asymptotic extreme value distribution required for design purposes - the Weibull distribution of minima as applied to transformed maxima. An illustrative synthetic example is given showing transformed maxima from the normal distribution approaching the Weibull limit much faster than the untransformed sample maxima approach the normal distribution Gumbel limit. Some New Zealand examples are given with the Weibull distribution being applied to reciprocal transformations of annual flood maxima, where the untransformed maxima follow apparently different extreme value distributions.

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Comparative Analysis of Deisgn Low Flow by L-moment in the Weibull-3 and Wakeby distributions (Weibull-3 및 Wakeby 분포모형의 L-모멘트법에 의한 설계갈수량 비교분석)

  • 이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.42 no.3
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    • pp.45-55
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    • 2000
  • This study was carried out to derive optimal design low flows bythe Weibull-3 and Wakeby distributions for the partial consecutive duration series at seven watersheds along Han. nagdong, Geum Yeongsan and Seomjin river systems. L-coefficient of variation L-skewness and L-kurtosis were calculated by the L-moment ratio respectively. Parameters were estimated by the method of L-Moments with consecutive duration. Design low flows obtained by method of L-Moments using with consecutive duration, Design low flows obtained by method of L-Moments using different methods for plotting positions formulas in the Weibull-3 and Wakeby distributions were compared by the Root Mean Square Errors(RMSE). It has shown that design low flows derived by the method of L-moments using Weivull plotting position formula in Wakeby distribution were much closer to those of the observed data in comparison with those obtained by the methods of L-moments with the different formulas for plotting positions in Weibull-3 distribution from the viewpoint of Root Mean Square Errors.

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Comparative Analysis of Design Drought Flow by L-Moment in the Weibull-3 and Wakeby distributions (Weibull -3 및 Wakeby 분포의 L-모멘크법에 의한 설계갈수량 비교분석)

  • 이순혁;박종화;맹승진;류경식;지호근
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1999.10c
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    • pp.531-536
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    • 1999
  • This study was carried out to derive optimal design drought flows by the Weibull-3 and Wakeby distributions for the annual drought flows series at seven watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. L-coefficient of variation , L-skewness and L-kurtosis were calculated by the L-moment ratio respectivley. Parameters were estimated by the Methods o fL-Moments with continuous duration. Design drought flows obtained by Methods of L-Moments using Weibull plotting positions formula in the Weibull-3 and Wakeby distributions were compared by the Relative Mean Errors(RME), Relative Absolute Errors (RAE) and Root Mean Square Errors(RMSE). It has shown that design drought flows by the Wakeby distribution using method of L-moments are much closer to those of the observed data in comparison with those obtained by the Weibull-3 distribution using method of L-moments.

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