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A study of two estimation approaches for parameters of Weibull distribution based on WPP

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  • Zhang, L.F.
  • Xie, M.
  • Tang, L.C.

Abstract

Least-squares estimation (LSE) based on Weibull probability plot (WPP) is the most basic method for estimating the Weibull parameters. The common procedure of this method is using the least-squares regression of Y on X, i.e. minimizing the sum of squares of the vertical residuals, to fit a straight line to the data points on WPP and then calculate the LS estimators. This method is known to be biased. In the existing literature the least-squares regression of X on Y, i.e. minimizing the sum of squares of the horizontal residuals, has been used by the Weibull researchers. This motivated us to carry out this comparison between the estimators of the two LS regression methods using intensive Monte Carlo simulations. Both complete and censored data are examined. Surprisingly, the result shows that LS Y on X performs better for small, complete samples, while the LS X on Y performs better in other cases in view of bias of the estimators. The two methods are also compared in terms of other model statistics. In general, when the shape parameter is less than one, LS Y on X provides a better model; otherwise, LS X on Y tends to be better.

Suggested Citation

  • Zhang, L.F. & Xie, M. & Tang, L.C., 2007. "A study of two estimation approaches for parameters of Weibull distribution based on WPP," Reliability Engineering and System Safety, Elsevier, vol. 92(3), pages 360-368.
    • Handle: RePEc:eee:reensy:v:92:y:2007:i:3:p:360-368
    DOI: 10.1016/j.ress.2006.04.008
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    References listed on IDEAS

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    1. Nadarajah, Saralees, 2005. "On the moments of the modified Weibull distribution," Reliability Engineering and System Safety, Elsevier, vol. 90(1), pages 114-117.
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    Cited by:

    1. Tianyu Liu & Lulu Zhang & Guang Jin & Zhengqiang Pan, 2022. "Reliability Assessment of Heavily Censored Data Based on E-Bayesian Estimation," Mathematics, MDPI, vol. 10(22), pages 1-14, November.
    2. Xiang Jia & Saralees Nadarajah & Bo Guo, 2020. "Inference on q-Weibull parameters," Statistical Papers, Springer, vol. 61(2), pages 575-593, April.
    3. Jiang, R., 2014. "A drawback and an improvement of the classical Weibull probability plot," Reliability Engineering and System Safety, Elsevier, vol. 126(C), pages 135-142.
    4. Hong, H.P., 2013. "Selection of regressand for fitting the extreme value distributions using the ordinary, weighted and generalized least-squares methods," Reliability Engineering and System Safety, Elsevier, vol. 118(C), pages 71-80.
    5. Gupta, Ashutosh & Mukherjee, Bhaswati & Upadhyay, S.K., 2008. "Weibull extension model: A Bayes study using Markov chain Monte Carlo simulation," Reliability Engineering and System Safety, Elsevier, vol. 93(10), pages 1434-1443.
    6. Renyan Jiang, 2022. "A novel parameter estimation method for the Weibull distribution on heavily censored data," Journal of Risk and Reliability, , vol. 236(2), pages 307-316, April.
    7. Li, Der-Chiang & Lin, Liang-Sian, 2013. "A new approach to assess product lifetime performance for small data sets," European Journal of Operational Research, Elsevier, vol. 230(2), pages 290-298.
    8. Zhu, Tiefeng, 2020. "Reliability estimation for two-parameter Weibull distribution under block censoring," Reliability Engineering and System Safety, Elsevier, vol. 203(C).

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