The application of wavelet transform for estimating the shape parameter of a Weibull pdf
نویسندگان
چکیده
In this paper a method for the parameter estimation of a Weibull distribution is explained. It is based on the estimates of the cumulative probability function performed by a wavelet method. The estimates, obtained by the application of the proposed method, are compared with the results based on other literature estimators. In particular, it is shown that the estimates are stable also when samples show outliers. Such a method could be utilised in mechanical applications (e.g. transmissions, rolling organs, kinematics couples effort subjected) or time series analysis. Key-Words: Wavelet analysis, numerical analysis, Weibull distribution, parameter estimation, mechanical lifetime.
منابع مشابه
Using neural network to estimate weibull parameters
As is well known, estimating parameters of the tree-parameter weibull distribution is a complicated task and sometimes contentious area with several methods vying for recognition. Weibull distribution involves in reliability studies frequently and has many applications in engineering. However estimating the parameters of Weibull distribution is crucial in classical ways. This distribution has t...
متن کاملDamage identification of structures using experimental modal analysis and continuous wavelet transform
Abstract: Modal analysis is a powerful technique for understanding the behavior and performance of structures. Modal analysis can be conducted via artificial excitation, e.g. shaker or instrument hammer excitation. Input force and output responses are measured. That is normally referred to as experimental modal analysis (EMA). EMA consists of three steps: data acquisition, system identificatio...
متن کاملEvaluation of estimation methods for parameters of the probability functions in tree diameter distribution modeling
One of the most commonly used statistical models for characterizing the variations of tree diameter at breast height is Weibull distribution. The usual approach for estimating parameters of a statistical model is the maximum likelihood estimation (likelihood method). Usually, this works based on iterative algorithms such as Newton-Raphson. However, the efficiency of the likelihood method is not...
متن کاملFitting the Three-parameter Weibull Distribution by using Greedy Randomized Adaptive Search Procedure
The Weibull distribution is widely employed in several areas of engineering because it is an extremely flexible distribution with different shapes. Moreover, it can include characteristics of several other distributions. However, successful usage of Weibull distribution depends on estimation accuracy for three parameters of scale, shape and location. This issue shifts the attentions to the requ...
متن کاملComparison of three Estimation Procedures for Weibull Distribution based on Progressive Type II Right Censored Data
In this paper, based on the progressive type II right censored data, we consider estimates of MLE and AMLE of scale and shape parameters of weibull distribution. Also a new type of parameter estimation, named inverse estimation, is introdued for both shape and scale parameters of weibull distribution which is used from order statistics properties in it. We use simulations and study the biases a...
متن کامل