• 제목/요약/키워드: Weibull statistic

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와이벌분포를 갖는 순위설계량의 우도함수 (Likelihood Function of Order Statistic with a Weibull Distribution)

  • 서남수
    • 한국국방경영분석학회지
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    • 제9권2호
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    • pp.39-43
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    • 1983
  • In this paper, we derive the likelihood function for the independent random order statistic whose underlying lifetime distribution is a two parameter Weibull form. For this purpose we first discuss the order statistic which represent a characteristic feature of most life and fatigue tests that they give rise to ordered observations. And, we describe the properties of the underlying Weibull model. The derived likelihood function is essential for establishing the statistical life test plans in the case of Weibull distribution using a likelihood ratio method.

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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.

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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    • 제16권2호
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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 new flexible Weibull distribution

  • Park, Sangun;Park, Jihwan;Choi, Youngsik
    • Communications for Statistical Applications and Methods
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    • 제23권5호
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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 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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    • 제25권4호
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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.

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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    • 제24권2호
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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.

인장강도 시험을 통한 질화규소 소재의 설계계수 계산 (Calculation of Design parameter of Si3N4 for Engineering part through the Measurement of Tensile strength)

  • 최영민;이재도;고준
    • 한국세라믹학회지
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    • 제33권6호
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    • pp.709-717
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    • 1996
  • Design parameter of Si3N4 for engineering part could be calculated through the measurement of tensile strength with cylindrical specimen($\Phi$=7.15, ι=110mm) Relative densities of Si3N4 test specimen prepared by pressure-less sintering (PLS) and sinter/HIP were 98.5 and 99.2% respectively. Tensile strength of Si3N4 was 378 MPa for PLS and 509 MPa for sinter/HIP. By the Weibull statistic Design parameter such as Weibull modulus m=8-12 could be calcuated. Fracture strength of Si3N4 related to volume could be effectively pridicted by using Weibull theory.

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와이블 통계를 이용한 나노컴퍼지트 파괴강도의 평가 (Estimation of Breakdown Properties in Nano-composites using Weibull Statistics)

  • 이강원;이혁진;박희두;김종환;신종열;이충호;홍진웅
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 2008년도 추계학술대회 논문집 Vol.21
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    • pp.285-286
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    • 2008
  • Recently, epoxy based nano-composites are being increasingly investigated for their electrical properties, since the introduction of nano fillers demonstrate several advantages in their properties when compared with the similar properties obtained for epoxy systems with micrometer sized fillers. We calculated scale and shape parameter using dielectric strength. In this paper, it is investigated that the allowable' breakdown probability of specimens is stable at some value using Weibull statistics. Therefore we found that breakdown probability of specimens is stable until 20 [%].

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벌크재료 가속시험샘플링검사방식설계 (An Accelerated Life Test Sampling Plan for Bulk Material)

  • 김종걸;김동철
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2006년도 춘계공동학술대회
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    • pp.411-419
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    • 2006
  • This paper aims at designing an accelerated life test sampling plan for bulk material and showing its application for an arc-welded gas pipe. It is an integrated model of the accelerated life test procedure and bulk sampling procedure. The accelerated life tests were performed by the regulation, RSD 0005 of ATS at KITECH and bulk sampling was used for acceptance. Design parameters might be total sample size(segments and increments), stress level and so on. We focus on deciding the sample size by minimizing the asymptotic variance of test statistic as well as satisfying consumer's risk under Weibull life time distribution with primary information on shape parameter.

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THE LOGARITHMIC KUMARASWAMY FAMILY OF DISTRIBUTIONS: PROPERTIES AND APPLICATIONS

  • Ahmad, Zubair
    • 대한수학회논문집
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    • 제34권4호
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    • pp.1335-1352
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    • 2019
  • In this article, a new family of lifetime distributions by adding two additional parameters is introduced. The new family is called, the logarithmic Kumaraswamy family of distributions. For the proposed family, explicit expressions for some mathematical properties are derived. Maximum likelihood estimates of the model parameters are also obtained. This method is applied to develop a new lifetime model, called the logarithmic Kumaraswamy Weibull distribution. The proposed model is very flexible and capable of modeling data with increasing, decreasing, unimodal or modified unimodal shaped hazard rates. To access the behavior of the model parameters, a simulation study has been carried out. Finally, the potentiality of the new method is proved via analyzing two real data sets.