Comparing the parameter estimation methods of Weibull distribution with censored lifetime

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Published Jul 14, 2017
DOI https://doi.org/10.36001/phmap.2017.v1i1.1815
Jihyun Park
Department of Industrial and Management Engineering, Hanyang University, Seoul, 14763, South Korea
Juhyun Lee
Department of Industrial and Management Engineering, Hanyang University, Seoul, 14763, South Korea
Suneung Ahn
Department of Industrial and Management Engineering, Hanyang University, Ansan, Gyeonggi-do, 15588, South Korea

Abstract

Weibull distribution is widely used in reliability engineering and lifetime analysis because of its flexibility in modeling both increasing and decreasing failure rate. Weibull distribution has shape parameter and scale parameter, and it is difficult to estimate the parameters due to the no-closed form of likelihood function. In recent years, there has been studied on the approximating parameter estimation methods based on the simulation. In this study, we use the approximating parameter estimation of Weibull distribution with censored lifetime. The methods which are applied in numerical example are Bayesian estimation method, maximum likelihood estimation, and Markov chain Monte Carlo. Accuracy of estimation methods is performed by the mean square errors of parameter estimator in simulation reducing the experiment time. In addition, it can be helpful to set the design of experiment considering the characteristics of Weibull distribution with censored lifetime.

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References
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Issue
Vol. 1 No. 1 (2017): Proceedings of the Asia Pacific Conference of the PHM Society 2017
Section
Regular Session Papers