Robust Fitting of a Weibull Model with Optional Censoring.

ABSTRACT: The Weibull family is widely used to model failure data, or lifetime data, although the classical two-parameter Weibull distribution is limited to positive data and monotone failure rate. The parameters of the Weibull model are commonly obtained by maximum likelihood estimation; however, it is well-known that this estimator is not robust when dealing with contaminated data. A new robust procedure is introduced to fit a Weibull model by using L₂ distance, i.e. integrated square distance, of the Weibull probability density function. The Weibull model is augmented with a weight parameter to robustly deal with contaminated data. Results comparing a maximum likelihood estimator with an L₂ estimator are given in this article, based on both simulated and real d

SUBMITTER: Yang J 

PROVIDER: S-EPMC3718081 | biostudies-literature | 2013 Nov

REPOSITORIES: biostudies-literature