Perturbative method for maximum likelihood estimation of the Weibull distribution parameters

The two-parameter Weibull distribution is the predominant distribution in reliability and lifetime data analysis. The classical approach for estimating the scale \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb}...

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Main Authors: Coria, V. H., Maximov, S., Rivas-Dávalos, F., Melchor-Hernández, C. L.
Format: Online
Language:English
Published: Springer International Publishing 2016
Online Access:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5069269/
id pubmed-5069269
recordtype oai_dc
spelling pubmed-50692692016-11-03 Perturbative method for maximum likelihood estimation of the Weibull distribution parameters Coria, V. H. Maximov, S. Rivas-Dávalos, F. Melchor-Hernández, C. L. Research The two-parameter Weibull distribution is the predominant distribution in reliability and lifetime data analysis. The classical approach for estimating the scale \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\alpha )$$\end{document}(α) and shape \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\beta )$$\end{document}(β) parameters employs the maximum likelihood estimation (MLE) method. However, most MLE based-methods resort to numerical or graphical techniques due to the lack of closed-form expressions for the Weibull \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta$$\end{document}β parameter. A Weibull \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta$$\end{document}β parameter estimator based on perturbation theory is proposed in this work. An explicit expression for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta$$\end{document}β is obtained, making the estimation of both parameters straightforward. Several right-censored lifetime data sets with different sample sizes and censoring percentages were analyzed in order to assess the performance of the proposed estimator. Study case results show that our parameter estimator provides solutions of high accuracy, overpassing limitations of other parameter estimators. Springer International Publishing 2016-10-18 /pmc/articles/PMC5069269/ /pubmed/27812442 http://dx.doi.org/10.1186/s40064-016-3500-y Text en © The Author(s) 2016 Open AccessThis article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
repository_type Open Access Journal
institution_category Foreign Institution
institution US National Center for Biotechnology Information
building NCBI PubMed
collection Online Access
language English
format Online
author Coria, V. H.
Maximov, S.
Rivas-Dávalos, F.
Melchor-Hernández, C. L.
spellingShingle Coria, V. H.
Maximov, S.
Rivas-Dávalos, F.
Melchor-Hernández, C. L.
Perturbative method for maximum likelihood estimation of the Weibull distribution parameters
author_facet Coria, V. H.
Maximov, S.
Rivas-Dávalos, F.
Melchor-Hernández, C. L.
author_sort Coria, V. H.
title Perturbative method for maximum likelihood estimation of the Weibull distribution parameters
title_short Perturbative method for maximum likelihood estimation of the Weibull distribution parameters
title_full Perturbative method for maximum likelihood estimation of the Weibull distribution parameters
title_fullStr Perturbative method for maximum likelihood estimation of the Weibull distribution parameters
title_full_unstemmed Perturbative method for maximum likelihood estimation of the Weibull distribution parameters
title_sort perturbative method for maximum likelihood estimation of the weibull distribution parameters
description The two-parameter Weibull distribution is the predominant distribution in reliability and lifetime data analysis. The classical approach for estimating the scale \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\alpha )$$\end{document}(α) and shape \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\beta )$$\end{document}(β) parameters employs the maximum likelihood estimation (MLE) method. However, most MLE based-methods resort to numerical or graphical techniques due to the lack of closed-form expressions for the Weibull \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta$$\end{document}β parameter. A Weibull \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta$$\end{document}β parameter estimator based on perturbation theory is proposed in this work. An explicit expression for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta$$\end{document}β is obtained, making the estimation of both parameters straightforward. Several right-censored lifetime data sets with different sample sizes and censoring percentages were analyzed in order to assess the performance of the proposed estimator. Study case results show that our parameter estimator provides solutions of high accuracy, overpassing limitations of other parameter estimators.
publisher Springer International Publishing
publishDate 2016
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5069269/
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