XUE GuangMing, NING Peng, FU YaoYu, et al. INTERVAL ESTIMATION OF WEIBULL DISTRIBUTION BASED ON MODIFIED PIVOTAL VARIABLE METHOD (MT)[J]. Journal of Mechanical Strength , 2023,(3):633-639.
XUE GuangMing, NING Peng, FU YaoYu, et al. INTERVAL ESTIMATION OF WEIBULL DISTRIBUTION BASED ON MODIFIED PIVOTAL VARIABLE METHOD (MT)[J]. Journal of Mechanical Strength , 2023,(3):633-639. DOI: 10.16579/j.issn.1001.9669.2023.03.018.
To solve the problems of complex calculation and weak applicability of the traditional interval estimation methods such as Weibull distribution with the different parameters, a simple interval estimation method suitable to the conditions of multi-parameters was proposed. Through the expression of Weibull distribution, the pivotal-variable obeying chi-square distribution was obtained and the degrees of freedom were modified. Combined with the point estimation results from maximum likelihood estimation and the empirical estimation shape parameter in the Weibull distribution, the interval estimation method of two parameters in Weibull distribution was established. The confidence of proposed interval estimation method was verified by Monte Carlo simulation, and the applicability of the method on different parameters was also analyzed. Furthermore, comparisons with the results computed from traditional least square and maximum likelihood estimation methods were carried out by using simulation. Simulation results indicated that the modified pivotal-variable method has simple calculation process and small deviation from predefined nominal confidence with the different parameters. Therefore, it can be concluded that proposed method executes the more effective estimation than the traditional methods.
关键词
威布尔分布区间估计置信度蒙特卡罗仿真修正枢轴量
Keywords
Weibull distributionInterval estimationConfidenceMonte Carlo simulationModified pivotal-variable