当前位置: X-MOL 学术J. Stat. Comput. Simul. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
A comparison of different least-squares methods for reliability of Weibull distribution based on right censored data
Journal of Statistical Computation and Simulation ( IF 1.2 ) Pub Date : 2020-11-02 , DOI: 10.1080/00949655.2020.1839466
Xiang Jia 1
Affiliation  

The linear least-squares method has been applied to Weibull distribution for analysing the reliability, and the exact confidence intervals for Weibull parameters can be constructed from both Type-I and Type-II censored data. However, this method changes the shape of theoretical linear fit and estimates are highly biased for heavily censored data. Therefore, the nonlinear method (NLLSM) and transformation-based least-squares methods (TBLSM) are proposed in the literature. In this paper, I address confidence intervals for Weibull parameters based on the two methods and discuss the reliability and remaining lifetime with the right censored data. I propose the exact confidence intervals from pivotal quantities for the Weibull parameters based on NSLLM and approximate ones based on TBLLM. Further, different methods are compared through a Monte Carlo simulation study. Finally, these methods are applied to a data set as an illustrative example.



中文翻译:

基于右删失数据的威布尔分布可靠性最小二乘方法的比较

线性最小二乘法已应用于Weibull分布以分析可靠性,并且Weibull参数的确切置信区间可以从I型和II型检查数据中构造。但是,这种方法改变了理论线性拟合的形状,并且对于严格审​​查的数据,估计值存在很大偏差。因此,文献中提出了非线性方法(NLLSM)和基于变换的最小二乘法(TBLSM)。在本文中,我将基于这两种方法处理威布尔参数的置信区间,并讨论使用正确的删失数据的可靠性和剩余寿命。我提出了基于NSLLM的Weibull参数的关键量的确切置信区间,以及基于TBLLM的近似参数的置信区间。进一步,通过蒙特卡洛模拟研究比较了不同的方法。最后,将这些方法应用于数据集作为说明性示例。

更新日期:2020-11-02
down
wechat
bug