20120140506020

International Journal of Advanced Research in Engineering and Technology (IJARET), ISSN 0976
6480(Print), ISSN 0976 6499(Online) Volume 5, Issue 6, June (2014), pp. 136-143 IAEME
136

CONSTRUCTING A NEW FAMILY DISTRIBUTION FROM THREE
PARAMETERS WEIBULL USING ENTROPY TRANSFORMATION

Dhwyia S. Hassun
1

1
Professor, Department of Statistics, College of Administration & Economic,
University of Baghdad, Iraq

ABSTRACT

This paper deals with constructing a new family probability density function from Weibull
three parameters (, , ), using statistical entropy transformation (which is considered as a measure
of uncertainty), we construct this p.d.f, then prove its integrate from ( ) equal (1). Also the
cumulative distribution function (C.D.F) was derived, and given in simple form which is necessary
for simulation procedure. The constructed . . is necessary for skewed data, and for data represent
time to failure of device and component after a value of threshold parameter. All the derivation
required are explained. The formula of (
) moments is derived in order to be used for estimation of

parameters by moment method. The maximum likelihood estimators of three parameters were found,
it is implicit functions, which need numerical solution to obtain (
).

Keywords: New Generated . . , Entropy Transformation, Maximum Likelihood & Moment
Estimator, Cumulative Distribution Function.

1. INTRODUCTION

One of the commonly used probability distribution for studying the reliability and
maintainability analysis is the three parameters Weibull. The use of Weibull distribution to describe
real phenomena has a long history. This distribution was originally proposed by the Swedish
physicist WaloddiWeibull. He used it for modeling the distribution of breaking strength of materials.
Since then it has received applications in many areas (Weibull 1951).
This distribution has many applications in engineering, reliability, break age data, and time to
failure data. It is applied in optimality testing of Markov type optimization
[15]
, also it is useful to
study the voltage of electric circuits
[16]
. The estimating of three parameters Weibull distribution is
complicated, since the equations obtained from the estimation method are too difficult to implement
it, but in this paper we work on modifying the . . of three parameters Weibull, using entropy like
INTERNATIONAL JOURNAL OF ADVANCED RESEARCH
IN ENGINEERING AND TECHNOLOGY (IJARET)

ISSN 0976 - 6480 (Print)
ISSN 0976 - 6499 (Online)
Volume 5, Issue 6, June (2014), pp. 136-143
IAEME: http://www.iaeme.com/IJARET.asp
Journal Impact Factor (2014): 7.8273 (Calculated by GISI)
www.jifactor.com

IJARET
I A E M E
137

transformation, this modified . . is useful in cases of uncertainty found in data obtained from
various applications, so the work here is restricted only about the new generated family with its
derivation and how to estimate its three parameters using method of moments and maximum
likelihood method. But in future we shall continue the work and apply simulation procedure to
compare between various estimators of parameters.

2. OBJECTIVE OF RESEARCH

The objective of this paper is to find a new generated probability distribution function using
entropy like transformation of Weibull three parameters, also to derive its cumulative distribution
function, also to derive a general form of moments from;

And use it to find first second and third moments aboutorigin.

Therefore the generated probability density function from Weibull three parameters (c is
shape parameter and location parameter and scale parameter), is derived and it is defined by;

exp

0
Where;
1

Also we explain how to estimate the parameters (, , ), and how to find the cumulative
distribution function of [] i.e [ ],

exp

1 exp

1

3. DEFINITION OF CONSTRUCTED . . FUNCTION

We know that the cumulative distribution function . . of . Weibull with three
parameters (c is shape parameter and location parameter and scale parameter) is defined by;

1 exp
(1)

And the reliability function is;

exp
(2)

138

Then the generated function defined as;

ln (3)

1 exp
exp
(4)

defined in equation (3) using entropy like transformation is derived w.r.to () to obtain the new
generated . . ;

exp
, , 0 (5)
0
Which integrate to one (i.e);

1
(6)

Also the cumulative distribution function (C.D.F) is obtained;

(7)

exp

Using integration by parts we have;

1 exp
1 (8)

In order to assess the performances of the parameter estimation methods by moments and
M.L and other methods, first we derive a formula for (
) moments of
i.e
which is
defined in equation (10), were;

(9)

exp

Let

139

Let
exp
1

exp
(10)

When 1;

(11)

2
1

And from;

2
2
(12)

Also;

(13)

These expectations are useful in obtaining moment estimators for the three parameters (, , ):
From
(14)

And
2
2
2
1
2
2
2
1
2
2

140

(15)

2
1

And from third moment we have;

2
3
2
3
2
3
3 2
2
2
2
1

2
1
2
3
2
2
2
1

2
1
2
1
2
3
2
1
2
2
2
1
(16)

There for to find moment estimators for the three parameters (, , ) of new generated . .
the following three equations must solved numerically and simultaneously, these equations (14, 15,
16) are;

2
1
2
2
2
3
2
1
2
2

4. ESTIMATING THREE PARAMETERS BY MAXIMUM LIKELIHOOD METHOD

To find M.L.E for three parameters (, , ) of the generated . . (equation [5]), let
(
, ,
) be value of a random variable (T) with () sample size, from (5) then;

141

17

Taking logarithm of (17) yield;

log log log 2 1 log
18

Simplifying equation (18) implies;

log log log 2 1

log
2 1 log
19

Then differentiating (19) partially with respect to each parameter we obtain MLE from equating each
partial derivatives to zero.

log
2 log
2 log
log
20

log
2 1
21

log
2 1
1
1

2 1
2 1
2 1
0 22

Then the equations for maximum likelihood estimators of three parameters which are
obtained from (20, 21, 22) are;

2 log
log
2 log
1

142

Therefore;

(23)

Which is implicit function of
and (
).

Also we have;

2 1

2
1
24

Which is also an implicit function can be solved numerically, and from
0

2 1

2 1

2 1
2
1
25

Which is the same as equation (24), then for fixed value of (
) equation (24 & 25) can be solved

numerically to find (
) and (
) and then (
).

143

CONCLUSION

1. The new generated . . using entropy transformation is useful for skewness data.
2. The data have location parameter so this distribution is good for representing the distribution of
failure time after () value since ( ).
3. The value of () may represent the scale for evaluating the reliability of device after time interval
since ( ).
4. Another methods for estimation can be used like Baysian method, Percentile method.

REFERENCES

[1] AlizadehNoughabi, H. (2010), A new estimator of entropy and its application in testing
normality. J. Statist. Comput.Simul., 80,1151-1162.
[2] AlizadehNoughabi, H. and Arghami, N. R. (2011a), Monte Carlo comparison of five
exponentiality tests using different entropy estimates.J. Statist. Comput.Simul., 81,
1579-1592.
[3] Bartkute V. and Sakalauskas L. (2007), Three parameter estimation of the Weibull distribution by
order statistics; In: Recent advances in stochastic modeling and data analysis, Chania, Greece 29
May1 June, 2007. New Jersey . . . [etc.], World Scientific, pp. 91100.
[4] H. Samimi, M. Akbari, (2013), "An Accurate Approximation to 3-Parameter Weibull Sum
Distribution", International Research Journal of Applied and Basic Sciences, Vol, 4 (6):
1524-1529 .
[5] Koutrouvelis, I. A., Canavos, G. C., and Meintanis, S. G. (2005). Estimation in the three
parameter inverse Gaussian distribution. Computational Statistics & Data Analysis, 49,
1132-1147.
[6] Kundu, D. and Raqab, M. Z. (2009). Estimation of R = P(Y < X) for three- parameter Weibull
distribution. Statistics and Probability Letters 79, 1839- 1846.
[7] Mahdi Teimouri1, and Arjun K. Gupta, (2013), "On the Three-Parameter Weibull Distribution
Shape Parameter Estimation", Journal of Data Science 11, 403-414.
[8] MazenZaindin, Ammar M. Sarhan, (2009), "Parameters Estimation of the Modified Weibull
Distribution", Applied Mathematical Sciences, Vol. 3, 2009, no. 11, 541 - 550.
[9] MiljenkoMarusicDarijaMarkovi and Dragan Juki, (2010), "Least squares fitting the three-
parameter inverse Weibull density", Math. Commun., Vol. 15, No. 2, pp. 539-553.
[10] Murthy, D. N. P., Xie, M. and Jiang, R. (2004). Weibull Models. John Wiley, New York.
[11] Robert M. Gray, (2013), "Entropy and Information Theory", First Edition, Corrected, Springer-
Verlag New York.
[12] Sanjay Kumar Singh, Umesh Singh, and Dinesh Kumar.(2013), "Bayesian estimation of
parameters of inverse Weibull distribution". Journal of Applied Statistics, 40(7):15971607.
[13] VaidaBartkute and Leonidas Sakalauskas, (2008), "The method of three-parameter Weibull
distribution estimation", ACTA ET COMMENTATIONES UNIVERSITATIS TARTUENSIS
DE MATHEMATICA Volume 12.
[14] Vexler, A. and Gurevich, G. (2010), Empirical likelihood ratios applied to goodness-of-fit tests
based on sample entropy. Comput.Statist.Data Anal., 54, 531-545.
[15] Zilinskas A. and Zhigljavsky A.A. (1991), "Methods of the global extreme searching", Nauka,
Moscow, (Russian).
[16] Zhigljavsky A.A. (1985), "Mathematical theory of the global random search St.", Petersburg
University Press, (Russian).
[17] Weibull W.(1951), "A statistical distribution functions with wide applicability", J.Appl. Mech.
18, 293-297.
[18] Faris M. Al-Athari, Moment Properties of Two Maximum Likelihood Estimators of the Mean of
Truncated Exponential Distribution, International Journal of Advanced Research in Engineering
& Technology (IJARET), Volume 4, Issue 7, 2013, pp. 258 - 265, ISSN Print: 0976-6480,
ISSN Online: 0976-6499.

20120140506020

Hochgeladen von

Dokumentinformationen

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

20120140506020

Hochgeladen von

Copyright:

Verfügbare Formate

International Journal of Advanced Research in Engineering and Technology (IJARET), ISSN 0976

) moments is derived in order to be used for estimation of

) equation (24 & 25) can be solved

Das könnte Ihnen auch gefallen