Fitting the three-parameter Weibull distribution with Cross Entropy

The Weibull distribution is widely used in applications such as reliability and lifetime studies. Although this distribution has three parameters, for simplicity, literature pertaining to Weibull parameter estimation relaxes one of its parameters in order to estimate the other two. When the three-parameter Weibull distribution is of interest, the estimation procedure is complicated. For example, the likelihood function for a three-parameter Weibull distribution is hard to maximize. In this paper, a Cross Entropy (CE) method is developed in the context of maximum likelihood estimation (MLE) of a three-parameter Weibull distribution. Performing a simulation study, a comparative analysis between the newly developed method and two existing methods is conducted. The results show the proposed method has better performance in terms of accuracy, precision and run time for different parameter settings and sample sizes.     

An Economic order quantity model for Items with Three-parameter Weibull distribution Deterioration,Ramp-type Demand and Shortages

In this paper, we develop an economic order quantity inventory model for items with three-parameter Weibull distribution deterioration and ramp-type demand. Shortages are allowed in the inventory system and are completely backlogged. The demand rate is deterministic and varies with time up to a certain point and eventually stabilized and becomes constant. The instantaneous rate of deterioration is an increasing function of time. We provide simple analytical tractable procedures for deriving the model and give numerical examples to illustrate the solution procedure. Our adoption of ramp-type demand reflects a real market demand for newly launched product.     

风速概率分布的参数估计和置信度计算

用Ｗｅｉｂｕｌｌ分布拟合风速了得了很好的效果。本文在三参数Ｗｅｉｂｕｌｌ分布参数估计的基础上，讨论了其置信度问题，有助于对结论可信程度的分析。     

THE INTERVAL ESTIMATIONS FOR THE PARAMETERS AND OTHER RELIABILITY CHARACTERS OF A THREE PARAMETER WEIBULL DISTRIBUTION

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Nonlinear weighted least squares estimation of a three-parameter Weibull density with a nonparametric start

This paper is concerned with the parameter estimation problem for the three-parameter Weibull density which is widely employed as a model in reliability and lifetime studies. Our approach is a combination of nonparametric and parametric methods. The basic idea is to start with an initial nonparametric density estimate which needs to be as good as possible, and then apply the nonlinear least squares method to estimate the unknown parameters. As a main result, a theorem on the existence of the least squares estimate is obtained. Some simulations are given to show that our approach is satisfactory if the initial density is of good enough quality.     

三参数Weibull分布参数的Bayes估计

给出了三参数Weibull分布参数Bayes估计的两种方法,其一基于Laplace数值积分法,其二基于Gibbs抽样方法.模拟例子说明了估计方法的有效性.     

基于errors-in-variables的预测模型及其应用

预测是统计学实际应用的一个主要方面,多元线性回归预测是一种很好的方法,广泛地应用在各种实际领域,但其局限性及不足也是明显的。本文以一种新的观点认识数据,即认为变量的观测里均含有误差,同时认为不应删除经慎重选择进来的解释变量。为此,本文提出了一种新的多元预测方法———多元线性EIV预测。本文还考虑了新预测模型的一个实例应用,并从相对偏差上与多元回归预测进行了比较,从而揭示了多元线性EIV预测的先进性及较好的预测精度。     

在定时截尾样本下三参数威布尔分布的矩估计

讨论了在定时截尾样本下三参数威布尔分布的矩估计问题,得到了在定时截尾样本下三参数威布尔分布的矩估计方程,进而得截尾样本的矩估计(MME).用随机模拟方法表明此矩估计方法有较好的性质.     

分组型数据三参数Weibull分布的参数估计

给出了在分组型数据下三参数Weibull分布的参数估计,并通过Monte-Carlo模拟说明了本文方法的可行性.     

An approximate lower tolerance bound for the three-parameter Weibull applied to lumber property characterization

We investigate a large sample approach for obtaining tolerance bounds where the underlying population is a three-parameter Weibull distribution. Accurate tolerance bounds could play an important role in the development of lumber standards. Properties of the maximum likelihood based approach are compared with those of the standard nonparametric tolerance procedure. The asymptotic normal approximation to the tolerance bound was found to be inadequate for most of the cases considered.     

在定数截尾样本下三参数威布尔分布的矩估计方程

将威布尔分布数据转化为均匀分布数据,利用平均剩余寿命构造样本矩,得到了在定数截尾样本下三参数威布尔分布的矩估计方程.     

Concerning the glass fiber strength distribution function

The statistical strength distribution functions of glass monofilaments of various composition are considered. On the basis of the experimental data it is shown that the fiber strength distributions can be described by a three-parameter function of the Weibull type.All-Union Scientific-Research Institute of Glass-Reinforced Plastics and Glass Fibers, Moscow Regions. Translated from Mekhanika Polimerov, No. 1, pp. 131–136, January–February, 1970.     

三元区间多属性决策模型

针对决策信息为三元区间数且属性权重完全未知的多属性决策问题,对灰靶决策模型进行了进一步的拓展研究,给出了适用于三元区间综合靶心距决策模型的赋权方法,根据各指标值的上、中、下限序列的信息熵得到改进的信息熵权,并与主观法得到的区间权重相结合,定义了一种新的区间综合权重.在此基础上,通过特征向量法将区间综合权重转化为最优权重来进行方案排序.最后以实例说明了这种赋权方法下灰靶决策模型的实用性和有效性.     

Statistics of the three-parameter weibull distribution

We consider the estimation of the parameters of the three-parameter Weibull distribution, with particular emphasis on the unknown endpoint of the distribution. We summarize recent results on the asymptotic behaviour of maximum likelihood estimators. We continue with an example in which maximum likelihood and Bayesian estimators arc compared. We conclude that there are practical advantages to the Bayesian approach, but the study also suggests ways in which the maximum likelihood analysis may be improved.     

Weibull分布下基于遗传算法的设备寿命预测

本文研究了Weibull分布下设备可靠性寿命预测的问题.利用改进后的遗传算法,主要是对遗传算法编码、目标函数和遗传操作的改进,实现对Weibull参数的估计.获得了Weibull分布模型和设备的可靠性寿命模型.     

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本文讨论了定时截尾样本下三参数Weibull分布修正矩估计(MME)的强相合性.首先证明了修正样本矩的强相合性.然后给出了条件(L),得出结论:若所研究的分布F(x;θ1,θ2,θ3)满足条件(L),修正矩估计θ1,θ2,θ3强相合于参数真值.最后证明了当形状参数δ≥1,即失效率增加时,三参数威布尔分布Wei(x;β,δ,γ)满足条件(L),即MME是强相合的.     

Finding maximum likelihood estimators for the three-parameter Weibull distribution

Much work has been devoted to the problem of finding maximum likelihood estimators for the three-parameter Weibull distribution. This problem has not been clearly recognized as a global optimization one and most methods from the literature occasionally fail to find a global optimum. We develop a global optimization algorithm which uses first order conditions and projection to reduce the problem to a univariate optimization one. Bounds on the resulting function and its first order derivative are obtained and used in a branch-and-bound scheme. Computational experience is reported. It is also shown that the solution method we propose can be extended to the case of right censored samples.     

幂律-威布尔模型下简单步进应力加速寿命试验的区间估计

对寿命分布为威布尔分布, 加速方程为逆幂律的情况,由简单步进应力加速寿命试验所获得的数据, 给出了有关参数和加速系数的点和区间估计,并论证了这种估计的存在和唯一性.     

A three-parameter family of nonlinear conjugate gradient methods

In this paper, we propose a three-parameter family of conjugate gradient methods for unconstrained optimization. The three-parameter family of methods not only includes the already existing six practical nonlinear conjugate gradient methods, but subsumes some other families of nonlinear conjugate gradient methods as its subfamilies. With Powell's restart criterion, the three-parameter family of methods with the strong Wolfe line search is shown to ensure the descent property of each search direction. Some general convergence results are also established for the three-parameter family of methods. This paper can also be regarded as a brief review on nonlinear conjugate gradient methods.

     

混合Weibull分布参数估计的ECM算法

混合威布尔分布是寿命数据分析中一个重要的统计模型.但是利用传统的统计方法,如矩估计、极大似然估计等估计模型的参数比较困难.应用ECM算法详细研究了混合威布尔分布在正常工作条件下,完全数据场合、Ⅰ-型截尾和Ⅱ-截尾场合的参数估计问题.数据模拟表明利用ECM算法来估计混合威布尔分布是一种有效的方法.