A comparison of estimation methods for fitting Weibull and Johnson's SB distributions to mixed spruce–fir stands in northeastern North America

2003 ◽  
Vol 33 (7) ◽  
pp. 1340-1347 ◽  
Author(s):  
Lianjun Zhang ◽  
Kevin C Packard ◽  
Chuangmin Liu

Four commonly used estimation methods were employed to fit the three-parameter Weibull and Johnson's SB distributions to the tree diameter distributions of natural pure and mixed red spruce (Picea rubens Sarg.) – balsam fir (Abies balsamea (L.) Mill.) stands, respectively, in northeastern North America. The results indicated that the Weibull and the Johnson's SB distributions were, in general, equally suitable for modeling the diameter frequency distributions of this forest type, but the relative performance directly depended on the estimation method used. In this study, the linear regression methods for Johnson's SB were found to give the lowest mean Reynolds' error indices. The conditional maximum likelihood for Johnson's SB and the maximum likelihood estimation for Weibull produced comparable results. However, moment- or mode-based methods were not well suited to the observed diameter distributions that were typically positively skewed, reverse-J, and mound shapes.

2019 ◽  
Vol 16 (2) ◽  
pp. 0395
Author(s):  
Khaleel Et al.

This paper discusses reliability R of the (2+1) Cascade model of inverse Weibull distribution. Reliability is to be found when strength-stress distributed is inverse Weibull random variables with unknown scale parameter and known shape parameter. Six estimation methods (Maximum likelihood, Moment, Least Square, Weighted Least Square, Regression and Percentile) are used to estimate reliability. There is a comparison between six different estimation methods by the simulation study by MATLAB 2016, using two statistical criteria Mean square error and Mean Absolute Percentage Error, where it is found that best estimator between the six estimators is Maximum likelihood estimation method.


Author(s):  
Alexander Robitzsch

The Rasch model is one of the most prominent item response models. In this article, different item parameter estimation methods for the Rasch model are compared through a simulation study. The type of ability distribution, the number of items, and sample sizes were varied. It is shown that variants of joint maximum likelihood estimation and conditional likelihood estimation are competitive to marginal maximum likelihood estimation. However, efficiency losses of limited-information estimation methods are only modest. It can be concluded that in empirical studies using the Rasch model, the impact of the choice of an estimation method with respect to item parameters is almost negligible for most estimation methods. Interestingly, this sheds a somewhat more positive light on old-fashioned joint maximum likelihood and limited information estimation methods.


2019 ◽  
Vol 16 (2) ◽  
pp. 0395
Author(s):  
Khaleel Et al.

This paper discusses reliability R of the (2+1) Cascade model of inverse Weibull distribution. Reliability is to be found when strength-stress distributed is inverse Weibull random variables with unknown scale parameter and known shape parameter. Six estimation methods (Maximum likelihood, Moment, Least Square, Weighted Least Square, Regression and Percentile) are used to estimate reliability. There is a comparison between six different estimation methods by the simulation study by MATLAB 2016, using two statistical criteria Mean square error and Mean Absolute Percentage Error, where it is found that best estimator between the six estimators is Maximum likelihood estimation method.


2014 ◽  
Vol 530-531 ◽  
pp. 768-772
Author(s):  
Guo Ping Tan ◽  
Lin Feng Tan ◽  
Lei Cao ◽  
Mei Yan Ju

For the study of the applications of partial network coding based real-time multicast protocol (PNCRM) in Mobile Ad hoc networks, the researches should be developed in the probability distribution of delay. In this paper, NS2 is used to obtain the delay of data packets through simulations. Because the delay does not obey the strict normal distribution, the maximum likelihood estimate method based on the lognormal distribution is used to process the data. Using MATLAB to obtain the actual distribution of the natural logarithm of delay, then drawing the delay distribution with the maximum likelihood estimation method based on the lognormal distribution, the conclusion that the distributions obtained by the above mentioned methods are basically consistent can be obtained. So the delay distribution of PNCRM meets the lognormal distribution and the characteristic of delay probability distribution can be estimated.


2020 ◽  
Vol 9 (1) ◽  
pp. 61-81
Author(s):  
Lazhar BENKHELIFA

A new lifetime model, with four positive parameters, called the Weibull Birnbaum-Saunders distribution is proposed. The proposed model extends the Birnbaum-Saunders distribution and provides great flexibility in modeling data in practice. Some mathematical properties of the new distribution are obtained including expansions for the cumulative and density functions, moments, generating function, mean deviations, order statistics and reliability. Estimation of the model parameters is carried out by the maximum likelihood estimation method. A simulation study is presented to show the performance of the maximum likelihood estimates of the model parameters. The flexibility of the new model is examined by applying it to two real data sets.


Author(s):  
Shuguang Song ◽  
Hanlin Liu ◽  
Mimi Zhang ◽  
Min Xie

In this paper, we propose and study a new bivariate Weibull model, called Bi-levelWeibullModel, which arises when one failure occurs after the other. Under some specific regularity conditions, the reliability function of the second event can be above the reliability function of the first event, and is always above the reliability function of the transformed first event, which is a univariate Weibull random variable. This model is motivated by a common physical feature that arises fromseveral real applications. The two marginal distributions are a Weibull distribution and a generalized three-parameter Weibull mixture distribution. Some useful properties of the model are derived, and we also present the maximum likelihood estimation method. A real example is provided to illustrate the application of the model.


2006 ◽  
Vol 3 (4) ◽  
pp. 1603-1627 ◽  
Author(s):  
W. Wang ◽  
P. H. A. J. M. van Gelder ◽  
J. K. Vrijling ◽  
X. Chen

Abstract. The Lo's R/S tests (Lo, 1991), GPH test (Geweke and Porter-Hudak, 1983) and the maximum likelihood estimation method implemented in S-Plus (S-MLE) are evaluated through intensive Mote Carlo simulations for detecting the existence of long-memory. It is shown that, it is difficult to find an appropriate lag q for Lo's test for different AR and ARFIMA processes, which makes the use of Lo's test very tricky. In general, the GPH test outperforms the Lo's test, but for cases where there is strong autocorrelations (e.g., AR(1) processes with φ=0.97 or even 0.99), the GPH test is totally useless, even for time series of large data size. Although S-MLE method does not provide a statistic test for the existence of long-memory, the estimates of d given by S-MLE seems to give a good indication of whether or not the long-memory is present. Data size has a significant impact on the power of all the three methods. Generally, the power of Lo's test and GPH test increases with the increase of data size, and the estimates of d with GPH test and S-MLE converge with the increase of data size. According to the results with the Lo's R/S test (Lo, 1991), GPH test (Geweke and Porter-Hudak, 1983) and the S-MLE method, all daily flow series exhibit long-memory. The intensity of long-memory in daily streamflow processes has only a very weak positive relationship with the scale of watershed.


2022 ◽  
Vol 7 (2) ◽  
pp. 2820-2839
Author(s):  
Saurabh L. Raikar ◽  
◽  
Dr. Rajesh S. Prabhu Gaonkar ◽  

<abstract> <p>Jaya algorithm is a highly effective recent metaheuristic technique. This article presents a simple, precise, and faster method to estimate stress strength reliability for a two-parameter, Weibull distribution with common scale parameters but different shape parameters. The three most widely used estimation methods, namely the maximum likelihood estimation, least squares, and weighted least squares have been used, and their comparative analysis in estimating reliability has been presented. The simulation studies are carried out with different parameters and sample sizes to validate the proposed methodology. The technique is also applied to real-life data to demonstrate its implementation. The results show that the proposed methodology's reliability estimates are close to the actual values and proceeds closer as the sample size increases for all estimation methods. Jaya algorithm with maximum likelihood estimation outperforms the other methods regarding the bias and mean squared error.</p> </abstract>


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