• Title/Summary/Keyword: Weibull distribution function

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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.

Failure Rate Calculation using the Mixture Weibull Distribution (혼합 와이블 분포를 이용한 고장률 산출 기법에 관한 연구)

  • Chai, Hui-seok;Shin, Joong-woo;Lim, Tae-jin;Kim, Jae-chul
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.3
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    • pp.500-506
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    • 2017
  • In 2014, ISO 55000s has been enacted and the power plant asset management is becoming a hot issue for all over the world. The asset management system is being developed as a combination of CBM(Condition Based Maintenance) and RCM(Reliability Centered Maintenance). Therefore, the research on the calculation of the failure rate which is the most basic index of RCM is actively carried out. The failure rate calculation has been going on for a long time, and the most widely used probability distribution is the Weibull distribution. In the Weibull distribution, the failure rate function is determined in three types according to the value of the shape parameter. However, the Weibull distribution has a limitation that it is difficult to apply it when the trend of failure rate changes-such as bathtub curves. In this paper, the failure rate is calculated using the mixture Weibull distribution which can appropriately express the change of the shape of the failure rate. Based on these results, we propose the necessity and validity of applying mixture Weibull distribution.

A NOVEL WEIBULL MARSHALL-OLKIN POWER LOMAX DISTRIBUTION: PROPERTIES AND APPLICATIONS TO MEDICINE AND ENGINEERING

  • ELHAM MORADI;ZAHRA SHOKOOH GHAZANI
    • Journal of applied mathematics & informatics
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    • v.41 no.6
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    • pp.1275-1301
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    • 2023
  • This paper introduced the Weibull Marshall-Olkin Power Lomax (WMOPL) distribution. The statistical aspects of the proposed model are presented, such as the quantiles function, moments, mean residual life and mean deviations, variance, skewness, kurtosis, and reliability measures like the residual life function, and stress-strength reliability. The parameters of the new model are estimated using six different methods, and simulation research is illustrated to compare the six estimation methods. In the end, two real data sets show that the Weibull Marshall-Olkin Power Lomax distribution is flexible and suitable for modeling data.

Effect of Dry Deposition on Water Quality -The comparison of several methodologies for estimating dry deposition flux (수질에 대한 대기건식침적의 영향 - 건식침적량 추정 방법론의 비교를 중심으로)

  • Cheong, Jang-Pyo
    • Journal of Korean Society of Water and Wastewater
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    • v.22 no.1
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    • pp.159-168
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    • 2008
  • A special field experiment has been carried out from March 2001 to June 2001 at the Changhowon in Kyunggi to investigate a better methodology for the estimation of dry deposition of pollutions applicable in Korea. In this study, dry deposition plate was used to measure of total and water soluble acidic mass fluxes, and CPRI(Coarse Particle Rotary Impactor), CI(Cascade Impactor) were also used to measure ambient concentrations in various particle size ranges. Sehmel-Hodgson model was used to estimate dry depostion velocity and Weibull probability distribution function was applied to get generalized particle size distribution for the size fractioned concentration data sampled by CPRI and CI. Atmospheric dry deposition fluxes of mass and ionic matters estimated by the various techniques(one-step, multi-step, equi-concentration, subdivision for only the coarse particle range, applying Weibull distribution function, etc.) were compared to flux data sampled by DDP. It was found out that the deposition fluxes estimation methodology calculated by the each particle size range devided by particle size distribution characteristics and the rapidly changed points of deposition velocity using Weibull probability distribution function was the most applicable.

Estimation of sewer deterioration by Weibull distribution function (와이블 분포함수를 이용한 하수관로 노후도 추정)

  • Kang, Byongjun;Yoo, Soonyu;Park, Kyoohong
    • Journal of Korean Society of Water and Wastewater
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    • v.34 no.4
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    • pp.251-258
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    • 2020
  • Sewer deterioration models are needed to forecast the remaining life expectancy of sewer networks by assessing their conditions. In this study, the serious defect (or condition state 3) occurrence probability, at which sewer rehabilitation program should be implemented, was evaluated using four probability distribution functions such as normal, lognormal, exponential, and Weibull distribution. A sample of 252 km of CCTV-inspected sewer pipe data in city Z was collected in the first place. Then the effective data (284 sewer sections of 8.15 km) with reliable information were extracted and classified into 3 groups considering the sub-catchment area, sewer material, and sewer pipe size. Anderson-Darling test was conducted to select the most fitted probability distribution of sewer defect occurrence as Weibull distribution. The shape parameters (β) and scale parameters (η) of Weibull distribution were estimated from the data set of 3 classified groups, including standard errors, 95% confidence intervals, and log-likelihood values. The plot of probability density function and cumulative distribution function were obtained using the estimated parameter values, which could be used to indicate the quantitative level of risk on occurrence of CS3. It was estimated that sewer data group 1, group 2, and group 3 has CS3 occurrence probability exceeding 50% at 13th-year, 11th-year, and 16th-year after the installation, respectively. For every data groups, the time exceeding the CS3 occurrence probability of 90% was also predicted to be 27th- to 30th-year after the installation.

Fuzzy system reliability using intuitionistic fuzzy Weibull lifetime distribution

  • Kumar, Pawan;Singh, S.B.
    • International Journal of Reliability and Applications
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    • v.16 no.1
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    • pp.15-26
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    • 2015
  • Present study investigates the fuzzy reliability of some systems using intuitionistic fuzzy Weibull lifetime distribution, in which the lifetime parameters are assumed to be fuzzy parameter due to uncertainty and inaccuracy of data. Expressions for fuzzy reliability, fuzzy mean time to failure, fuzzy hazard function and their ${\alpha}$-cut have been discussed when systems follow intuitionistic fuzzy Weibull lifetime distribution. A numerical example is also taken to illustrate the methodology to calculate the fuzzy reliability characteristics of systems.

Bayesian and maximum likelihood estimation of entropy of the inverse Weibull distribution under generalized type I progressive hybrid censoring

  • Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.469-486
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    • 2020
  • Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.

Field Reliability Analysis of S-Bond of AF Track Circuit for Automatic Train Control System (자동열차제어장치 AF궤도회로 S-BOND의 사용신뢰도 분석)

  • Choi, Kyu-Hyoung;Rho, Young-Whan
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.2
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    • pp.308-313
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    • 2009
  • This paper presents a reliability analysis of S-bonds for AF track circuits, which detect train movement and transmit a speed control signal to the train. Field survey shows that S-bonds are exposed to very large vibrations transferred from rail, and suffer from frequent failures when they were installed on ballasted track. We collected the time-to-failure data of S-bonds from the maintenance field of Seoul metro line 2, and made a parametric approach to estimate the statistical distribution that fits the time-to-failure data. The analysis shows that S-bonds have time-to-failure characteristics described by Weibull distribution. The estimated shape parameter of Weibull distribution is 1.1, which means the distribution has constant failure rate characteristics like exponential distribution. The reliability function, hazard function, percentiles and mean lifetime are derived for maintenance support.

Weibull Statistical Analysis of Micro-Vickers Hardness using Monte-Carlo Simulation (몬테카를로 시뮬레이션에 의한 미소 비커스 경도의 Weibull 통계 해석)

  • Kim, Seon-Jin;Kong, Yu-Sik;Lee, Sang-Yeal
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.4
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    • pp.346-352
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    • 2009
  • In the present study, the Weibull statistical analysis using the Monte-Carlo simulation has been performed to investigate the micro-Vickers hardness measurement reliability considering the variability. Experimental indentation test were performed with a micro-Vickers hardness tester for as-received and quenching and tempering specimens in SCM440 steels. The distribution of micro-Vickers hardness is found to be 2-parameter Weibull distribution function. The mean values and coefficients of variation (COV) for both data set are compared with results based on Weibull statistical analysis. Finally, Monte-Carlo simulation was performed in order to evaluate the effect of sample size on the micro-Vickers hardness measurement reliability. For the parent distribution with shape parameter 30.0 and scale parameter 200.0 (COV=0.040), the number of sample data required to obtain the true Weibull parameters was founded by 20. For the parent distribution with shape parameter 10.0 and scale parameter 200.0 (COV=0.1240), the number of sample data required to obtain the true Weibull parameters was founded by 30.

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.