Title

Estimating parameters of the three-parameter Weibull distribution using a neural network

Authors

Authors

B. Abbasi; L. Rabelo;M. Hosseinkouchack

Comments

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Abbreviated Journal Title

Eur. J. Ind. Eng.

Keywords

three-parameter Weibull distribution; Artificial Neural Network; ANN; moment method; parameter estimation; Maximum Likelihood Estimation; MLE; MOMENT ESTIMATORS; Engineering, Industrial; Operations Research & Management Science

Abstract

Weibull distributions play an important role in reliability studies and have many applications in engineering. It normally appears in the statistical scripts as having two parameters, making it easy to estimate its parameters. However, once you go beyond the two parameter distribution, things become complicated. For example, estimating the parameters of a three-parameter Weibull distribution has historically been a complicated and sometimes contentious line of research since classical estimation procedures such as Maximum Likelihood Estimation (MLE) have become almost too complicated to implement. In this paper, we will discuss an approach that takes advantage of Artificial Neural Networks (ANN), which allow us to propose a simple neural network that simultaneously estimates the three parameters. The ANN neural network exploits the concept of the moment method to estimate Weibull parameters using mean, standard deviation, median, skewness and kurtosis. To demonstrate the power of the proposed ANN-based method we conduct an extensive simulation study and compare the results of the proposed method with an MLE and two moment-based methods. [Submitted 23 September 2007; Revised 11 December 2007; Second revision 22 December 2007; Accepted 10 January 2008]

Journal Title

European Journal of Industrial Engineering

Volume

2

Issue/Number

4

Publication Date

1-1-2008

Document Type

Article

Language

English

First Page

428

Last Page

445

WOS Identifier

WOS:000266126000003

ISSN

1751-5254

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