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题名A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling
作者
发表日期2024-12-01
发表期刊Statistics and Computing
ISSN/eISSN0960-3174
卷号34期号:6
摘要

The mixture of two 2-parameter Weibull distributions (MixW), as a specialized variant of the mixture of Weibull distributions, serves as an ideal model for heterogeneous data sets within the realms of reliability studies and survival analysis. A principal challenge in dealing with MixW lies in the estimation of parameters. Inspired by the exemplary efficacy of the Quasi-Monte Carlo method in quantile estimation, this paper introduces an innovative approach, which employs the Harrell-Davis and three Sfakianakis and Verginis quantile estimators to enhance the representativeness of the sample, thereby improving the accuracy of parameter estimation. Given the difficulty in deriving analytical expressions for the parameters of MixW and their propensity for convergence to local maxima, this paper adopts the sequential number-theoretic (SNTO) algorithm for the numerical resolution of parameter estimation. The initial optimization region for SNTO is determined via the graphical method of the Weibull probability plot. Simulation studies have demonstrated that our proposed method significantly enhances estimation precision and reduces dependence on the “quality” of the sample. Furthermore, this methodology has been applied to two real data sets that demonstrate the effectiveness of our proposed approach.

关键词Mixture of two Weibull distributions Parameter estimation Quantile estimation Quasi-Monte Carlo SNTO algorithm Weibull probability plot
DOI10.1007/s11222-024-10534-1
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收录类别SCIE
语种英语English
WOS研究方向Computer Science ; Mathematics
WOS类目Computer Science, Theory & Methods ; Statistics & Probability
WOS记录号WOS:001354789300001
Scopus入藏号2-s2.0-85209088279
引用统计
文献类型期刊论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/12052
专题理工科技学院
通讯作者Yin, Hong
作者单位
1.School of Mathematics,Renmin University of China,Beijing,No. 59, Zhongguancun Street, Haidian District,100872,China
2.Division of Science and Technology,BNU-HKBU United International College,Zhuhai,2000 Jintong Road, Tangjiawan, Guangdong,519087,China
推荐引用方式
GB/T 7714
Yan, Tianyu,Fang, Kaitai,Yin, Hong. A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling[J]. Statistics and Computing, 2024, 34(6).
APA Yan, Tianyu, Fang, Kaitai, & Yin, Hong. (2024). A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling. Statistics and Computing, 34(6).
MLA Yan, Tianyu,et al."A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling". Statistics and Computing 34.6(2024).
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