Robust fitting of a Weibull model with optional censoring

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dc.citation.firstpage149en_US
dc.citation.journalTitleComputational Statistics & Data Analysisen_US
dc.citation.lastpage161en_US
dc.citation.volumeNumber67en_US
dc.contributor.authorYang, Jingjingen_US
dc.contributor.authorScott, David W.en_US
dc.date.accessioned2014-12-15T20:35:08Z
dc.date.available2014-12-15T20:35:08Z
dc.date.issued2013en_US
dc.description.abstractThe 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 data sets. It is shown that this new L2 parametric estimation method is more robust and does a better job than maximum likelihood in the newly proposed Weibull model when data are contaminated. The same preference for L2 distance criterion and the new Weibull model also happens for right-censored data with contamination.en_US
dc.identifier.citationYang, Jingjing and Scott, David W.. "Robust fitting of a Weibull model with optional censoring." <i>Computational Statistics & Data Analysis,</i> 67, (2013) Elsevier: 149-161. http://dx.doi.org/10.1016/j.csda.2013.05.009.
dc.identifier.doihttp://dx.doi.org/10.1016/j.csda.2013.05.009en_US
dc.identifier.urihttps://hdl.handle.net/1911/78751
dc.language.isoengen_US
dc.publisherElsevier
dc.rightsThis is an author's peer-reviewed final manuscript, as accepted by the publisher. The published article is copyrighted by Elsevier.en_US
dc.subject.keywordWeibull distributionen_US
dc.subject.keywordL2 distanceen_US
dc.subject.keywordrobust estimatoren_US
dc.subject.keywordmaximum likelihooden_US
dc.subject.keywordright-censored dataen_US
dc.subject.keywordcontaminationen_US
dc.titleRobust fitting of a Weibull model with optional censoringen_US
dc.typeJournal articleen_US
dc.type.dcmiTexten_US
dc.type.publicationpost-printen_US
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