• Title/Summary/Keyword: Weibull statistics

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Inverted exponentiated Weibull distribution with applications to lifetime data

  • Lee, Seunghyung;Noh, Yunhwan;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.227-240
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    • 2017
  • In this paper, we introduce the inverted exponentiated Weibull (IEW) distribution which contains exponentiated inverted Weibull distribution, inverse Weibull (IW) distribution, and inverted exponentiated distribution as submodels. The proposed distribution is obtained by the inverse form of the exponentiated Weibull distribution. In particular, we explain that the proposed distribution can be interpreted by Marshall and Olkin's book (Lifetime Distributions: Structure of Non-parametric, Semiparametric, and Parametric Families, 2007, Springer) idea. We derive the cumulative distribution function and hazard function and calculate expression for its moment. The hazard function of the IEW distribution can be decreasing, increasing or bathtub-shaped. The maximum likelihood estimation (MLE) is obtained. Then we show the existence and uniqueness of MLE. We can also obtain the Bayesian estimation by using the Gibbs sampler with the Metropolis-Hastings algorithm. We also give applications with a simulated data set and two real data set to show the flexibility of the IEW distribution. Finally, conclusions are mentioned.

MOMENTS OF LOWER GENERALIZED ORDER STATISTICS FROM DOUBLY TRUNCATED CONTINUOUS DISTRIBUTIONS AND CHARACTERIZATIONS

  • Kumar, Devendra
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.3
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    • pp.441-451
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    • 2013
  • In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

Estimation for the scale parameter of Weibull Distribution Based on Multiply Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok;Lee, Hwa-Jung
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.83-90
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    • 2004
  • We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censord samples. We propose some estimators by using the approximate maximum likelihood estimation method. The proposed estimators are compared in the sense of the mean squared error.

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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 for the Weibull Distribution Based on Censored Samples

  • Lee, Hwa-Jung;Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.04a
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    • pp.59-68
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    • 2005
  • We consider the problem of estimating the scale and shape parameter of the Weibull distribution based on censored samples. we propose the approximate maximum likelihood estimators (AMLEs) of the scale and shape parameters in the Weibull distribution based on Type-II censored samples. We compare the proposed estimators in the sense of mean squared error (MSE).

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Estimation for the Weibull Distribution Based on Censored Samples

  • Lee, Hwa-Jung;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1107-1117
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    • 2005
  • We consider the problem of estimating the scale and shape parameters in the Weibull distribution based on censored samples. We propose the approximate maximum likelihood estimators (AMLEs) of the scale and shape parameters in the Weibull distribution based on Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error (MSE).

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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.

Goodness-of-fit tests for randomly censored Weibull distributions with estimated parameters

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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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.

Notes on a skew-symmetric inverse double Weibull distribution

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.2
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    • pp.459-465
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    • 2009
  • For an inverse double Weibull distribution which is symmetric about zero, we obtain distribution and moment of ratio of independent inverse double Weibull variables, and also obtain the cumulative distribution function and moment of a skew-symmetric inverse double Weibull distribution. And we introduce a skew-symmetric inverse double Weibull generated by a double Weibull distribution.

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CHARACTERIZATIONS OF PARETO, WEIBULL AND POWER FUNCTION DISTRIBUTIONS BASED ON GENERALIZED ORDER STATISTICS

  • Ahsanullah, Mohammad;Hamedani, G.G.
    • Journal of the Chungcheong Mathematical Society
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    • v.29 no.3
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    • pp.385-396
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    • 2016
  • Characterizations of probability distributions by different regression conditions on generalized order statistics has attracted the attention of many researchers. We present here, characterization of Pareto and Weibull distributions based on the conditional expectation of generalized order statistics extending the characterization results reported by Jin and Lee (2014). We also present a characterization of the power function distribution based on the conditional expectation of lower generalized order statistics.