| Author | Fu, Yong-qi |
| Call Number | AIT Thesis no. CS-94-28 |
| Subject(s) | Weibull distribution
|
| Note | A thesis submitted in partial fulfillment of the requirement for the degree of Master of Science, School of Engineering and Technology |
| Publisher | Asian Institute of Technology |
| Abstract | The present study compares the performance among eleven typical parameter estimating
methods for the three parameter Weibull distribution. The generated Weibull variables with
given parameter values were used as sample data, rather than actual records. Thus given a
generated sample following the Weibull distribution, the estimates of the parameters are
calculated by using the suggested methods.
To investigate the performance of these methods both from individual parameter
estimation and integrated effects of prediction, the means of the parameters, the relative biases
and variances of 0.90, 0.95, 0.975, 0.99 quantiles are adopted as the performance indices. Failure
rate is also considered. Based ·on the realistic problem, more concerns have been put on the
quantiles.
Experimented with seven different combinations of parameter values, the simulation
study in this thesis work explores the suitable methods for the various situations. It is shown that
the different methods may be suitable for the different combinations. It is also found that the
Method of Closed Formed Estimators (CFE) is not good as an estimating method, but is good
enough to calculate the initial estimates for the parameters.
A two-stage parameter estimating program concerning the actual sample data was
developed based on the drawn conclusions. After the parameter estimation step, Kolmogorov-Smirnov and Chi-Squared goodness-of-fit test are executed to show if the hypothesis that the
sample data follow the Weibull distribution is acceptable. |
| Year | 1994 |
| Type | Thesis |
| School | School of Engineering and Technology (SET) |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Computer Science (CS) |
| Chairperson(s) | Huynh Ngoc Phien |
| Examination Committee(s) | Nagarur, Nagendra N. ;Do, Ba Khang
|
| Scholarship Donor(s) | Government of Japan |
| Degree | Thesis (M.Sc.) - Asian Institute of Technology, 1994 |