ESTIMATION OF UNKNOWN PARAMETER OF WEIBULL DISTRIBUTION IN INCOMPLETE MODELS OF STATISTICS

Main Article Content

Abstract:

This paper will discuss the estimation results of Weibull distribution with type 1 right-censored data using  numerical methods. These methods involve simulations employing the Maximum Likelihood Estimation technique, utilizing both the Quasi-Newton rule and the Nelder-Mead simplex algorithm. The simulation includes generating random sample data from distribution with sample n sizes of 500 and 1000. The parameters used for the initial guess are obtained from example data of patients with lung cancer, specifically . Based on the simulation results of the two estimation methods, it is evident that parameter estimation using the Quasi-Newton rule outperforms the Nelder-Mead simplex algorithm when in an uncensored state. However, the estimated results of the Nelder-Mead method show better estimated values compared to the Quasi-Newton rule after a fixed censoring time. [see, graphs and tables below].

Article Details

How to Cite:

Berdimuradov , M. (2024). ESTIMATION OF UNKNOWN PARAMETER OF WEIBULL DISTRIBUTION IN INCOMPLETE MODELS OF STATISTICS. Eurasian Journal of Academic Research, 4(7 (Special Issue), 1023–1025. Retrieved from https://in-academy.uz/index.php/ejar/article/view/36168

References:

Abernethy R B. The New Weibull handbook. Florida: Robert B. Abernethy, 2006.

Akram M, Hayat A. Comparison of estimators of the Weibull distribution. Journal of Statistical Theory and Practice 2014; 8(2): 238-259, https://doi.org/10.1080/15598608.2014.847771.

Balakrishnan N, Mitra D. Left truncated and right censored Weibull data and likelihood inference with an illustration. Computational Statistics and Data Analysis 2012; 56: 4011-4025, https://doi.org/10.1016/j.csda.2012.05.004.

Balakrishnan N, Kundu D, Ng H K T. Point and interval estimation for a simple step-stress model with type-II censoring. Journal of Quality Technology 2007; 39: 35-47.

Chambers R L, Steel D G, Wang S, Welsh A H. Maximum likelihood estimation for sample surveys. Boca Raton, Florida: Chapman and Hall/ CRC Press, 2012.

Dempster A P, Laird N M, Rubin D B. Maximum likelihood from incomplete data via the EM algorithm. Journal of the Royal Statistical Society 1977; 39(1): 1-38.

Efron B, Tibshirani R J. An introduction to the bootstrap. London: Chapman & Hall, 1993, https://doi.org/10.1007/978-1-4899-4541-9.

Fang L Y, Arasan J, Midi H, Bakar M R A. Jackknife and bootstrap inferential procedures for censored survival data. AIP Conference Proceedings 2015; 1682: 1-6, https://doi.org/10.1063/1.4934631.

Gijbels I. Censored data. Wires Computational Statistics 2010; 2: 178 - 188, https://doi.org/10.1002/wics.80.

Guure C B, Ibrahim N A. Methods for estimating the 2-parameter Weibull distribution with type-I censored data. Journal of Applied Sciences, Engineering and Technology 2013; 5(3): 689-694.

Karlis D, Xekalaki E. Choosing initial values for the EM algorithm for finite mixtures. Computational Statistics and Data Analysis 2003; 41: 577-590, https://doi.org/10.1016/S0167-9473(02)00177-9.

Kinaci I, Akdogan Y, Kus C, Ng H K T. Statistical inference for Weibull distribution based on a modified progressive type-II censoring scheme. Sri Lankan Journal of Applied Statistics 2014; 1: 95-116, https://doi.org/10.4038/sljastats.v5i4.7786.

Lawless J F. Statistical models and methods for lifetime data. New Jersey: John Wiley & Sons, 2003.

McCool J I. Using the Weibull distribution, reliability, modeling and inference. New York: John Wiley & Sons, 2012, https://doi. org/10.1002/9781118351994.

McLachlan G J, Krishnan T. The EM algorithm and extensions. New Jersey: John Wiley & Sons, 2008, https://doi. org/10.1002/97804701916