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Estimating the parameters of weibull distribution using simulated annealing algorithm
Abbasi, B ; Sharif University of Technology | 2006
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- Type of Document: Article
- DOI: 10.1016/j.amc.2006.05.063
- Publisher: 2006
- Abstract:
- Weibull distribution plays an important role in failure distribution modeling in reliability studies. It is a hard work to estimate the parameters of Weibull distribution. This distribution has three parameters, but for simplicity, a parameter is omitted and as a result, the estimation of the others will be easily done. When the three-parameter distribution is of interest, the estimation procedure will be quite boring. Maximum likelihood estimation is a good method, which is usually used to elaborate on the parameter estimation. The likelihood function formed for the parameter estimation of a three-parameter Weibull distribution is very hard to maximize. Many researchers have studied this maximization problem. In this paper, we have briefly discussed this problem and proposed a new approach based on the simulated algorithm to solve that. © 2006 Elsevier Inc. All rights reserved
- Keywords:
- Algorithms ; Computer simulation ; Maximum likelihood estimation ; Parameter estimation ; Reliability ; Simulated annealing ; Failure distribution ; Maximization problems ; Simulated annealing algorithms ; Three parameter distribution ; Weibull distribution
- Source: Applied Mathematics and Computation ; Volume 183, Issue 1 , 2006 , Pages 85-93 ; 00963003 (ISSN)
- URL: https://www.sciencedirect.com/science/article/abs/pii/S0096300306005406?via%3Dihub