Fitting the three-parameter Weibull distribution with Cross Entropy

被引：23

作者：

Moeini, Asghar ^{[1
]}

Jenab, Kouroush ^{[2
]}

Mohammadi, Mohsen ^{[3
]}

Foumani, Mehdi ^{[4
]}

机构：

[1] Flinders Univ S Australia, Sch Comp Sci Engn & Math, Adelaide, SA, Australia

[2] Soc Reliabil Engn, Ottawa, ON, Canada

[3] Mazandaran Univ Sci & Technol, Dept Ind Engn, Babol Sar, Iran

[4] Monash Univ, Sch Appl Sci & Engn, Churchill, Vic 3842, Australia

来源：

APPLIED MATHEMATICAL MODELLING | 2013年 / 37卷 / 09期

关键词：

Weibull probability distribution; Cross Entropy method; Parameter estimation; Maximum likelihood estimation; PARAMETER-ESTIMATION PROBLEM; PROBABILITY; RELIABILITY;

D O I：

10.1016/j.apm.2013.01.027

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

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. (C) 2013 Elsevier Inc. All rights reserved.

引用

页码：6354 / 6363

页数：10

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