• 제목/요약/키워드: Weibull statistics

검색결과 218건 처리시간 0.021초

A Study on Properties of the survival function Estimators with Weibull approximation

  • 이재만;차영준
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 춘계학술대회
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    • pp.109-119
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    • 2003
  • In this paper we propose a local smoothing of the Nelson type estimator for the survival function based on an approximation by the Weibull distribution function. It appears that Mean Square Error and Bias of the smoothed estimator of the Nelson type survival function estimator is significantly smaller then that of the smoothed estimator of the Kaplan-Meier survival function estimator.

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Approximate MLE for the Scale Parameter of the Weibull Distribution with Type-II Censoring

  • Kang, Suk-Bok;Kim, Mi-Hwa
    • Journal of the Korean Data and Information Science Society
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    • 제5권2호
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    • pp.19-27
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    • 1994
  • It is known that the maximum likelihood method does not provide explicit estimator for the scale parameter of the Weibull distribution based on Type-II censored samples. In this paper we provide an approximate maximum likelihood estimator (AMLE) of the scale parameter of the Weibull distribution with Type-II censoring. We obtain the asymptotic variance and simulate the values of the bias and the variance of this estimator based on 3000 Monte Carlo runs for n = 10(10)30 and r,s = 0(1)4. We also simulate the absolute biases of the MLE and the proposed AMLE for complete samples. It is found that the absolute bias of the AMLE is smaller than the absolute bias of the MLE.

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Various types of modelling for scale parameter in Weibull intensity function for two-dimensional warranty data

  • Baik, Jai-Wook;Jo, Jin-Nam
    • Journal of the Korean Data and Information Science Society
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    • 제21권3호
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    • pp.555-560
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    • 2010
  • One-dimensional approach to two-dimensional warranty data involves modeling us- age as a function of time. Iskandar (1993) suggests a simple linear model for usage. However, simple linear form of intensity function is of limited value to model the situa-tion where the intensity varies over time. In this study Weibull intensity is considered where the scale parameter is expressed in terms of different models. We will nd out how each parameter in the model a ects the warranty cost and which model gives a bigger number of failures within the two-dimensional warranty region.

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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Subset Selection Procedures for Weibull Populations

  • 김우철;최지훈;김동기
    • 품질경영학회지
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    • 제11권2호
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    • pp.18-24
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    • 1983
  • 본 논문에서는 합동 추정방법을 이용하여, 형상모수가 마지인 다수의 와이블 분포중에서 최소의 척도 모수를 갖는 분포의 선택방법에 관해 연구하였다. 제안된 선택방법의 실용화를 위한 수표를 작성하고, 기존방법과의 효율성올 비교 함으로써, 제안된 방법이 효율적임을 밝혔다. 또한 형상모수가기지인 경우의 선택방법에 대하여 고찰하였다.

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와이블 모형의 모수 추정에서 분할법의 효율성 (Piecewise Weibull Model with Covariates)

  • 정대현;김주성;원동유
    • Journal of the Korean Data and Information Science Society
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    • 제11권2호
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    • pp.295-302
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    • 2000
  • 생존분석에서 널리 이용되고 있는 모형 중 하나인 와이블 모형에 대해 효율적인 모수 추정에 대해 연구하였다. 공변량을 포함하고 있는 와이블 모형의 모수를 추정하기 위하여 전 치료기간을 여러 단계로 나누어 최대우도법을 적용하는 분할법을 소개하였다. 실제의 자료를 적용하여 분할법과 비분할법으로 모수를 추정하여 비교한 결과 분할법의 효율성을 입증하였다.

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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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    • 제17권1호
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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
    • 충청수학회지
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    • 제25권3호
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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.

Change-Point Estimation and Bootstrap Confidence Regions in Weibull Distribution

  • Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • 제28권3호
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    • pp.359-370
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    • 1999
  • We considered a change-point hazard rate model generalizing constant hazard rate model. This type of model is very popular in the sense that the Weibull and exponential distributions formulating survival time data are the special cases of it. Maximum likelihood estimation and the asymptotic properties such as the consistency and its limiting distribution of the change-point estimator were discussed. A parametric bootstrap method for finding confidence intervals of the unknown change-point was also suggested and the proposed method is explained through a practical example.

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Test for Independence in Bivariate Weibull Model under Bivariate Random Censorship

  • Cho, Jang-Sik;Cho, Kil-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.789-797
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    • 2003
  • In this paper, we consider two components system which have bivariate weibull model with bivariate random censored data. We proposed large sample test for independence based on maximum likelihood estimator and relative frequency estimator, respectively. Also we derive asymptotic properties for the large sample tests and present a numerical study.

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