An Iterative Method for Parameter Estimation of the Three-Parameter Weibull Distribution Based on a Small Sample Size with a Fixed Shape Parameter

Author:

Yang Xiaoyu12,Xie Liyang12,Zhao Bingfeng12,Kong Xiangwei12,Wu Ningxiang12

Affiliation:

1. School of Mechanical Engineering and Automation, Northeastern University, Shenyang, P. R. China

2. Key Laboratory of Vibration and Control of Aero-Propulsion System Ministry of Education, Northeastern University, Shenyang, P. R. China

Abstract

The three-parameter Weibull distribution is popular in reliability analysis. However, in the context of a small sample size, the issue of parameter estimation of the three-parameter Weibull distribution is difficult to address. If only a small sample size is available, a reasonable method is to empirically determine the shape parameter, and the emphasis is placed on location parameter estimation. This paper presents a theoretical model to establish the relationship between the location parameter, the minimal sample value, and the sample size. Moreover, an iterative method is proposed to estimate the Weibull location parameter and scale parameter with an empirical value for the shape parameter. Compared with the maximum likelihood method (MLE), the Weibull plot with the sample correlation coefficient and TL-moment, the proposed method can more effectively estimate the parameters of the three-parameter Weibull distribution.

Funder

National Science and Technology Major Project

China Postdoctoral Science Foundation

Publisher

World Scientific Pub Co Pte Ltd

Subject

Applied Mathematics,Mechanical Engineering,Ocean Engineering,Aerospace Engineering,Building and Construction,Civil and Structural Engineering

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