IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v92y2007i3p360-368.html
   My bibliography  Save this article

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

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832006001025
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ress.2006.04.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Nadarajah, Saralees, 2005. "On the moments of the modified Weibull distribution," Reliability Engineering and System Safety, Elsevier, vol. 90(1), pages 114-117.
    2. Anonymous, 1961. "North Atlantic Treaty Organization," International Organization, Cambridge University Press, vol. 15(3), pages 524-526, July.
    3. Anonymous, 1961. "North Atlantic Treaty Organization," International Organization, Cambridge University Press, vol. 15(2), pages 326-329, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Xiang Jia & Saralees Nadarajah & Bo Guo, 2020. "Inference on q-Weibull parameters," Statistical Papers, Springer, vol. 61(2), pages 575-593, April.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. Zhu, Tiefeng, 2020. "Reliability estimation for two-parameter Weibull distribution under block censoring," Reliability Engineering and System Safety, Elsevier, vol. 203(C).
    7. 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.
    8. 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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Almalki, Saad J. & Nadarajah, Saralees, 2014. "Modifications of the Weibull distribution: A review," Reliability Engineering and System Safety, Elsevier, vol. 124(C), pages 32-55.
    2. 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.
    3. Silva, Giovana O. & Ortega, Edwin M.M. & Cordeiro, Gauss M., 2009. "A log-extended Weibull regression model," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4482-4489, October.
    4. Soliman, Ahmed A. & Abd-Ellah, Ahmed H. & Abou-Elheggag, Naser A. & Ahmed, Essam A., 2012. "Modified Weibull model: A Bayes study using MCMC approach based on progressive censoring data," Reliability Engineering and System Safety, Elsevier, vol. 100(C), pages 48-57.
    5. Carrasco, Jalmar M.F. & Ortega, Edwin M.M. & Cordeiro, Gauss M., 2008. "A generalized modified Weibull distribution for lifetime modeling," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 450-462, December.
    6. Elbatal I., 2011. "Exponentiated Modified Weibull Distribution," Stochastics and Quality Control, De Gruyter, vol. 26(2), pages 189-200, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:92:y:2007:i:3:p:360-368. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.