• 제목/요약/키워드: inverse Weibull distribution

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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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    • 제20권2호
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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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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.

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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    • 제24권3호
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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.

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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    • 제19권3호
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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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    • 제25권3호
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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.

Some Exponentiated Distributions

  • Ali, M. Masoom;Pal, Manisha;Woo, Jung-Soo
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.93-109
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    • 2007
  • In this paper we study a number of new exponentiated distributions. The survival function, failure rate and moments of the distributions have been derived using certain special functions. The behavior of the failure rate has also been studied.

Different estimation methods for the unit inverse exponentiated weibull distribution

  • Amal S Hassan;Reem S Alharbi
    • Communications for Statistical Applications and Methods
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    • 제30권2호
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    • pp.191-213
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    • 2023
  • Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

Estimation of entropy of the inverse weibull distribution under generalized progressive hybrid censored data

  • Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • 제28권3호
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    • pp.659-668
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    • 2017
  • The inverse Weibull distribution (IWD) can be readily applied to a wide range of situations including applications in medicines, reliability and ecology. It is generally known that the lifetimes of test items may not be recorded exactly. In this paper, therefore, we consider the maximum likelihood estimation (MLE) and Bayes estimation of the entropy of a IWD under generalized progressive hybrid censoring (GPHC) scheme. It is observed that the MLE of the entropy cannot be obtained in closed form, so we have to solve two non-linear equations simultaneously. Further, the Bayes estimators for the entropy of IWD based on squared error loss function (SELF), precautionary loss function (PLF), and linex loss function (LLF) are derived. Since the Bayes estimators cannot be obtained in closed form, we derive the Bayes estimates by revoking the Tierney and Kadane approximate method. We carried out Monte Carlo simulations to compare the classical and Bayes estimators. In addition, two real data sets based on GPHC scheme have been also analysed for illustrative purposes.

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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    • 제27권4호
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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.