A robust Bootstrap confidence interval for the two-parameter Weibull distribution based on the method of trimmed moments

被引：0
|
作者：
Hao, Songhua [1 ]
Yang, Jun [1 ]
Li, Wenyun [2 ]
机构：
[1] Beihang Univ, Sch Reliabil & Syst Engn, Beijing, Peoples R China
[2] CCCC Highway Consultants Co Ltd, Bridge & Tunnel Safety Monitoring Branch Co, Beijing, Peoples R China
来源：
PROCEEDINGS OF 2014 PROGNOSTICS AND SYSTEM HEALTH MANAGEMENT CONFERENCE (PHM-2014 HUNAN) | 2014年
关键词：
Weibull distribution; confidence interval; robustness; Bootstrap; method of trimmed moments;
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
Since the Weibull distribution plays a central role in life testing and reliability theory, and the confidence intervals of their parameters are heavily affected by outliers and censoring in real reliability data, a robust bootstrap confidence interval for the two-parameter Weibull distribution based on the method of trimmed moments is proposed in this paper, where the method of trimmed moments (MTM) is utilized instead of the maximum likelihood estimator (MLE) in the Bootstrap confidence interval construction. The robustness of the proposed method is shown and compared with that of the MLE method by Monte Carlo simulations, and some conclusions are given in the end for applications.
引用
收藏
页码：478 / 481
页数：4
相关论文
共 50 条
12345