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Status已发表Published
TitleA novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling
Creator
Date Issued2024-12-01
Source PublicationStatistics and Computing
ISSN0960-3174
Volume34Issue:6
Abstract

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.

KeywordMixture of two Weibull distributions Parameter estimation Quantile estimation Quasi-Monte Carlo SNTO algorithm Weibull probability plot
DOI10.1007/s11222-024-10534-1
URLView source
Indexed BySCIE
Language英语English
WOS Research AreaComputer Science ; Mathematics
WOS SubjectComputer Science, Theory & Methods ; Statistics & Probability
WOS IDWOS:001354789300001
Scopus ID2-s2.0-85209088279
Citation statistics
Document TypeJournal article
Identifierhttp://repository.uic.edu.cn/handle/39GCC9TT/12052
CollectionFaculty of Science and Technology
Corresponding AuthorYin, Hong
Affiliation
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
Recommended Citation
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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