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2020 | 21 | nr 1 | 169--176
Tytuł artykułu

Alternative Approach to Moments of Order Statistics from One-Parameter Weibull Distribution

Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The Weibull distribution is used to describe various observed failures of phenomena and widely used in survival analysis and reliability theory. Sometimes it is very difficult to compute moments of such distributions due to various reasons for e.g. analytical issues, multi parameter cases etc. This study presents the computation of the moments and the expected value of the product of order statistics in the sample from the one-parameter Weibull distribution. An alternative approach in connection to survival function is used to obtain these moments and expected values. In addition the characteristic function of the above distribution is also obtained in the form of gamma functions. Further an illustration is shown to find the first two moments and expected value of the product of order statistics by using this approach. (original abstract)
Rocznik
Tom
21
Numer
Strony
169--176
Opis fizyczny
Twórcy
  • Dept. of Statistics, B.H.U. Varanasi, India
autor
  • Dept. of Mathematics and Statistics, Banasthali Vidyapith, Rajasthan, India
Bibliografia
  • ARNOLD, B. C., BALAKRISHNAN, N., (1989). Relations, bounds and applications for order statistics, Springer-Verlag, lecture Notes in Statistics, No. 53.
  • BALAKRISHNAN, N., COHEN, A. C., (1991). Order statistics and inference: Estimation methods, Academic Press.
  • BALAKRISHNAN, N., KOCHERLAKOTA, (1986). On the moments of order statistics from the doubly truncated logistic distribution, Journal of Statistical Planning and Inference, 13, pp.117-129.
  • CHAKRABORTI, S., JARDIM, F. AND EPPRECHT, E., (2017). Higher order moments using the survival function: The alternative expectation formula, The American Statistician, pp. 1-12.
  • DAVID H.A., NAGARAJA H. N., (2003). Order Statistics, Third Edition, John Wiley, New York.
  • FELLER, W., (1966). An introduction to probability theory and its application, New York: Wiley.
  • HONG, L., (2012). A remark non the alternative expectation formula, The American Statistician, 66, pp. 232-233.
  • HONG, L., (2015). Another remark on the alternative expectation formula, The American Statistician, 69(3), pp. 232-233.
  • LIEBLEIN, J., (1953). On the exact evaluation of the variances and covariances of order statistics in samples from the extreme-value distribution, Annals of Mathematical Statistics, 24, pp. 282-287.
  • LIEBLEIN, J., (1955). On moments of order statistics from Weibull distribution. Annals of Mathematical Statistics, 24, pp. 330-333.
  • NADARAJAH, S., MITOV, K. V., (2003). Product moments of multivariate random vectors, Communication in Statistics: Theory and Methods, 32(1), pp. 47-60.
  • PRABHAKAR MURTHY, D. N., XIE, M., JLANG, R., (2004). The Weibull Model. Weily. Series in Probability and Statistics.
  • RINNE, H., (2008). The Weibull distribution, CRC Press.
  • WEIBULL, W., (1939a). A statistical theory of the strength and materials, Ing. Vetenskaps Akad. Handl., 151, p. 15.
  • WEIBULL, W., (1939b). The Phenomenon of rupture in solids. Ing. Vetenskaps Akad. Handl., 153, p. 17.
  • WEIBULL, W., (1951). A statistical distribution of wide applicability. J. Appl. Mech., 18, pp. 293-297.
  • WEIBULL, W., (1952). Statistical design of fatigue experiments. J. Appl. Mech., 19, pp. 109-113.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171617386

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