• CN: 11-2187/TH
  • ISSN: 0577-6686

Journal of Mechanical Engineering ›› 2017, Vol. 53 ›› Issue (6): 203-212.doi: 10.3901/JME.2017.06.203

Previous Articles    

Parametric Interval Estimation for Doubly-Truncated Weibull#br# Distribution Based on Likelihood Ratio Test

NAN Donglei, JIA Zhixin, LI Wei   

  1. School of Mechanical Engineering, University of Science and Technology Beijing, Beijing 100083
  • Online:2017-03-20 Published:2017-03-20

Abstract:

Since no analytical solution was found in the process of parametric point estimation as well as solution for the parametric interval estimation for Doubly-Truncated Weibull distribution, an extreme value solution method and Monte Carlo method based parametric point estimation solution method and likelihood ratio test theory based parametric interval estimation method for Doubly-Truncated Weibull distribution model are proposed. During calculation, the multi-step detailed interval conversion iterative numerical solution method for random data interval is put forward further. On the basis of CNC external cylindrical grinding failure data, Doubly-Truncated Weibull distribution is used for analysis and comparison with two-parameter and three-parameter Weibull distribution. According to results, the interval conversion iterative algorithm set and likelihood ratio test theory based parametric interval estimation method are correct and available as a result of good estimation effect.

Key words: likelihood ratio, Monte Carlo, parameters estimation, doubly-truncated Weibull distribution