scholarly journals Selection of Efficient Parameter Estimation Method for Two-Parameter Weibull Distribution

2021 ◽  
Vol 2021 ◽  
pp. 1-8
Author(s):  
Mohammed M. A. Almazah ◽  
Muhammad Ismail
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Weibull Distribution ◽  
Mean Square Error ◽  
Estimation Method ◽  
Likelihood Method ◽  
Estimation Methods ◽  
Model Parameters ◽  
Mean Square ◽  
Two Parameter

Several studies have considered various scheduling methods and reliability functions to determine the optimum maintenance time. These methods and functions correspond to the lowest cost by using the maximum likelihood estimator to evaluate the model parameters. However, this paper aims to estimate the parameters of the two-parameter Weibull distribution (α, β). The maximum likelihood estimation method, modified linear exponential loss function, and Wyatt-based regression method are used for the estimation of the parameters. Minimum mean square error (MSE) criterion is used to evaluate the relative efficiency of the estimators. The comparison of the different parameter estimation methods is conducted, and the efficiency of these methods is observed, both mathematically and experimentally. The simulation study is conducted for comparison of samples sizes (10, 50, 100, 150) based on the mean square error (MSE). It is concluded that the maximum likelihood method was found to be the most efficient method for all sample sizes used in the research because it achieved the least MSE compared with other methods.

scholarly journals Best estimation for the Reliability of 2-parameter Weibull Distribution

2009 ◽  
Vol 6 (4) ◽  
pp. 705-710
Author(s):  
Baghdad Science Journal
Keyword(s):  
Maximum Likelihood ◽  
Weibull Distribution ◽  
Mean Square Error ◽  
Maximum Likelihood Method ◽  
Likelihood Method ◽  
Statistical Criterion ◽  
Mean Square ◽  
Simulation Process ◽  
The Mean ◽  
Two Parameter

This Research Tries To Investigate The Problem Of Estimating The Reliability Of Two Parameter Weibull Distribution,By Using Maximum Likelihood Method, And White Method. The Comparison Is done Through Simulation Process Depending On Three Choices Of Models (?=0.8 , ß=0.9) , (?=1.2 , ß=1.5) and (?=2.5 , ß=2). And Sample Size n=10 , 70, 150 We Use the Statistical Criterion Based On the Mean Square Error (MSE) For Comparison Amongst The Methods.

Parameter Estimation of Weibull Distribution Model Based on Ant Colony Algorithm

2014 ◽  
Vol 1070-1072 ◽  
pp. 2073-2078
Author(s):  
Xiu Ji ◽  
Hui Wang ◽  
Chuan Qi Zhao ◽  
Xu Ting Yan
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Weibull Distribution ◽  
Ant Colony Algorithm ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Ant Colony ◽  
Likelihood Method ◽  
Distribution Model ◽  
Algorithm Theory

It is difficult to estimate the parameters of Weibull distribution model using maximum likelihood estimation based on particle swarm optimization (PSO) theory for which is easy to fall into premature and needs more variables, ant colony algorithm theory was introduced into maximum likelihood method, and a parameter estimation method based on ant colony algorithm theory was proposed, an example was simulated to verify the feasibility and effectiveness of this method by comparing with ant colony algorithm and PSO.This template explains and demonstrates how to prepare your camera-ready paper for Trans Tech Publications. The best is to read these instructions and follow the outline of this text.

scholarly journals New Lindley Half Cauchy Distribution: Theory and Applications

2020 ◽  
Vol 9 (4) ◽  
pp. 1-7
Keyword(s):  
Maximum Likelihood ◽  
Real Data ◽  
Cauchy Distribution ◽  
Least Square ◽  
Cumulative Distribution ◽  
Likelihood Method ◽  
Estimation Methods ◽  
Model Parameters ◽  
Data Set ◽  
Von Mises

In this paper, we have defined a new two-parameter new Lindley half Cauchy (NLHC) distribution using Lindley-G family of distribution which accommodates increasing, decreasing and a variety of monotone failure rates. The statistical properties of the proposed distribution such as probability density function, cumulative distribution function, quantile, the measure of skewness and kurtosis are presented. We have briefly described the three well-known estimation methods namely maximum likelihood estimators (MLE), least-square (LSE) and Cramer-Von-Mises (CVM) methods. All the computations are performed in R software. By using the maximum likelihood method, we have constructed the asymptotic confidence interval for the model parameters. We verify empirically the potentiality of the new distribution in modeling a real data set.

scholarly journals A Comprehensive Review on Channel Estimation in OFDM System

2019 ◽  
Vol 5 (3) ◽  
pp. 6 ◽  
Author(s):  
Neha Dubey ◽  
Ankit Pandit
Keyword(s):  
Channel Estimation ◽  
Mean Square Error ◽  
Orthogonal Frequency Division Multiplexing ◽  
Transmission Rate ◽  
Minimum Mean Square Error ◽  
Estimation Method ◽  
Least Square ◽  
Estimation Methods ◽  
Mean Square ◽  
Mimo Ofdm

In wireless communication, orthogonal frequency division multiplexing (OFDM) plays a major role because of its high transmission rate. Channel estimation and tracking have many different techniques available in OFDM systems. Among them, the most important techniques are least square (LS) and minimum mean square error (MMSE). In least square channel estimation method, the process is simple but the major drawback is it has very high mean square error. Whereas, the performance of MMSE is superior to LS in low SNR, its main problem is it has high computational complexity. If the error is reduced to a very low value, then an exact signal will be received. In this paper an extensive review on different channel estimation methods used in MIMO-OFDM like pilot based, least square (LS) and minimum mean square error method (MMSE) and least minimum mean square error (LMMSE) methods and also other channel estimation methods used in MIMO-OFDM are discussed.

Jaya algorithm in estimation of P[X > Y] for two parameter Weibull distribution

2022 ◽  
Vol 7 (2) ◽  
pp. 2820-2839
Author(s):  
Saurabh L. Raikar ◽  
◽  
Dr. Rajesh S. Prabhu Gaonkar ◽  
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Weibull Distribution ◽  
Least Squares ◽  
Weighted Least Squares ◽  
Real Life ◽  
Likelihood Estimation ◽  
Estimation Methods ◽  
Jaya Algorithm ◽  
Two Parameter

<abstract> <p>Jaya algorithm is a highly effective recent metaheuristic technique. This article presents a simple, precise, and faster method to estimate stress strength reliability for a two-parameter, Weibull distribution with common scale parameters but different shape parameters. The three most widely used estimation methods, namely the maximum likelihood estimation, least squares, and weighted least squares have been used, and their comparative analysis in estimating reliability has been presented. The simulation studies are carried out with different parameters and sample sizes to validate the proposed methodology. The technique is also applied to real-life data to demonstrate its implementation. The results show that the proposed methodology's reliability estimates are close to the actual values and proceeds closer as the sample size increases for all estimation methods. Jaya algorithm with maximum likelihood estimation outperforms the other methods regarding the bias and mean squared error.</p> </abstract>

Genetic Algorithm-Based Maximum Likelihood Parameter Estimation for Transit Buses

2001 ◽  
Author(s):  
Jie Xiao ◽  
Bohdan T. Kulakowski
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Dynamic Models ◽  
Estimation Method ◽  
Optimization Techniques ◽  
Model Parameters ◽  
Parameter Estimation Method ◽  
Transit Buses ◽  
Simulation And Control ◽  
And Control

Abstract Vehicle dynamic models include parameters that qualify the dependence of input forces and moments on state and control variables. The accuracy of the model parameter estimates is important for modeling, simulation, and control. In general, the most accurate method for determining values of model parameters is by direct measurement. However, some parameters of vehicle dynamics, such as suspension damping or moments of inertia, are difficult to measure accurately. This study aims at establishing an efficient and accurate parameter estimation method for developing dynamic models for transit buses, such that this method can be easily implemented for simulation and control design purposes. Based on the analysis of robustness, as well as accuracy and efficiency of optimization techniques, a parameter estimation method that integrates Genetic Algorithms and the Maximum Likelihood Estimation is proposed. Choices of output signals and estimation criterion are discussed involving an extensive sensitivity analysis of the predicted output with respect to model parameters. Other experiment-related aspects, such as imperfection of data acquisition, are also considered. Finally, asymptotic Cramer-Rao lower bounds for the covariance of estimated parameters are obtained. Computer simulation results show that the proposed method is superior to gradient-based methods in accuracy, as well as robustness to the initial guesses and measurement uncertainty.

scholarly journals A New Extended Two-Parameter Distribution: Properties, Estimation Methods, and Applications in Medicine and Geology

Mathematics ◽  
2020 ◽  
Vol 8 (9) ◽  
pp. 1578 ◽  
Author(s):  
Hazem Al-Mofleh ◽  
Ahmed Z. Afify ◽  
Noor Akma Ibrahim
Keyword(s):  
Estimation Method ◽  
Estimation Methods ◽  
Parameter Distribution ◽  
Model Parameters ◽  
Unknown Parameters ◽  
Proposed Model ◽  
Rate Functions ◽  
The Mean ◽  
Modeling Data ◽  
Two Parameter

In this paper, a new two-parameter generalized Ramos–Louzada distribution is proposed. The proposed model provides more flexibility in modeling data with increasing, decreasing, J-shaped, and reversed-J shaped hazard rate functions. Several statistical properties of the model were derived. The unknown parameters of the new distribution were explored using eight frequentist estimation approaches. These approaches are important for developing guidelines to choose the best method of estimation for the model parameters, which would be of great interest to practitioners and applied statisticians. Detailed numerical simulations are presented to examine the bias and the mean square error of the proposed estimators. The best estimation method and ordering performance of the estimators were determined using the partial and overall ranks of all estimation methods for various parameter combinations. The performance of the proposed distribution is illustrated using two real datasets from the fields of medicine and geology, and both datasets show that the new model is more appropriate as compared to the Marshall–Olkin exponential, exponentiated exponential, beta exponential, gamma, Poisson–Lomax, Lindley geometric, generalized Lindley, and Lindley distributions, among others.

scholarly journals Maximum Likelihood Estimation for Three-Parameter Weibull Distribution Using Evolutionary Strategy

2019 ◽  
Vol 2019 ◽  
pp. 1-8 ◽  
Author(s):  
Fan Yang ◽  
Hu Ren ◽  
Zhili Hu
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Weibull Distribution ◽  
Likelihood Function ◽  
Likelihood Estimation ◽  
Estimation Procedure ◽  
Evolutionary Strategy ◽  
Likelihood Method ◽  
Conventional Algorithm

The maximum likelihood estimation is a widely used approach to the parameter estimation. However, the conventional algorithm makes the estimation procedure of three-parameter Weibull distribution difficult. Therefore, this paper proposes an evolutionary strategy to explore the good solutions based on the maximum likelihood method. The maximizing process of likelihood function is converted to an optimization problem. The evolutionary algorithm is employed to obtain the optimal parameters for the likelihood function. Examples are presented to demonstrate the proposed method. The results show that the proposed method is suitable for the parameter estimation of the three-parameter Weibull distribution.

scholarly journals Suitability of Several Statistical Models to Simulate Observed Distribution of Sample Test Results in Inspections of Aflatoxin-Contaminated Peanut Lots

1996 ◽  
Vol 79 (4) ◽  
pp. 981-988 ◽  
Author(s):  
Thomas Whitaker ◽  
Francis Giesbrecht ◽  
Jeremy Wu
Keyword(s):  
Parameter Estimation ◽  
Negative Binomial Distribution ◽  
Binomial Distribution ◽  
Statistical Models ◽  
Negative Binomial ◽  
Estimation Method ◽  
Likelihood Method ◽  
Model Parameters ◽  
Test Results ◽  
Parameter Estimation Method

Abstract The acceptability of 10 theoretical distributions to simulate observed distribution of sample aflatoxin test results was evaluated by using 2 parameter estimation methods and 3 goodness of fit (GOF) tests. All theoretical distributions were compared with 120 observed distributions of aflatoxin test results of farmers' stock peanuts. For a given parameter estimation method and GOF test, the negative binomial distribution had the highest percentage of statistically acceptable fits. The log normal and Poisson-gamma (gamma shape parameter = 0.5) distributions had slightly fewer but an almost equal percentage of acceptable fits. For the 3 most acceptable statistical models, the negative binomial had the greatest percentage of best or closest fits. Both the parameter estimation method and the GOF test had an influence on which theoretical distribution had the largest number of acceptable fits. All theoretical distributions, except the negative binomial distribution, had more acceptable fits when model parameters were determined by the maximum likelihood method. The negative binomial had slightly more acceptable fits when model parameters were estimated by the method of moments. The results also demonstrated the importance of using the same GOF test for comparing the acceptability of several theoretical distributions.

scholarly journals "Evaluation of Some Methods for Estimating the Weibull Distribution Parameters"

2017 ◽  
Vol 4 (2) ◽  
pp. 8-14
Author(s):  
J. A. Labban ◽  
H. H. Depheal
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Weibull Distribution ◽  
Least Squares ◽  
Mean Square Error ◽  
Random Sample ◽  
Likelihood Estimation ◽  
Mean Square ◽  
Distribution Parameters

"This paper some of different methods to estimate the parameters of the 2-Paramaters Weibull distribution such as (Maximum likelihood Estimation, Moments, Least Squares, Term Omission). Mean square error will be considered to compare methods fits in case to select the best one. There by simulation will be implemented to generate different random sample of the 2-parameters Weibull distribution, those contain (n=10, 50, 100, 200) iteration each 1000 times."

Sign in / Sign up

Export Citation Format

Share Document