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首页> 外文期刊>International Journal of Statistics and Probability >Estimation of the Shape Parameter of a Wear-Out Failure Period for a Three-Parameter Weibull Distribution in a Small Sample
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Estimation of the Shape Parameter of a Wear-Out Failure Period for a Three-Parameter Weibull Distribution in a Small Sample

机译:估计小样本中三参数Weibull分布的磨损失效周期的形状参数

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We propose a method to estimate a shape parameter for a three-parameter Weibull distribution. The proposed method first derives an unbiased estimator for the shape parameter independent of the location and scale parameters and then estimates the shape parameter using a minimum-variance linear unbiased estimator. Since the proposed method is expressed using a hyperparameter, its optimal hyperparameter is searched using Monte Carlo simulations. The recommended hyperparameter used for estimating the shape parameter depends on the sample size, and this causes no problems since the sample size is known when data is obtained. The proposed method is evaluated using a bias and a root mean squared error, and the results are very promising when the population shape parameter is 2 or more in the Weibull distribution representing the wear-out failure period. A numerical dataset is analyzed to demonstrate the practical use of the proposed method.
机译:我们提出了一种方法来估计三参数Weibull分布的形状参数。所提出的方法首先导出独立于位置和比例参数的形状参数的无偏的估计器,然后使用最小方差线性无偏的估计器估计形状参数。由于使用HyperParameter表示所提出的方法,因此使用Monte Carlo仿真搜索其最佳的超代。用于估计形状参数的推荐的超参数取决于样本大小,并且由于在获得数据时,样本量是已知的样本大小,因此不会出现问题。使用偏差和根均方误差来评估所提出的方法,并且当群体形状参数在威布尔分布中表示磨损失败时段2或更多时,结果非常有希望。分析了数值数据集以证明所提出的方法的实际使用。

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