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

    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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