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Autor
Rai Piyush Kant (Dept. of Statistics, B.H.U. Varanasi, India), Sirohi Anu (Dept. of Mathematics and Statistics, Banasthali Vidyapith, Rajasthan, India)
Tytuł
Alternative Approach to Moments of Order Statistics from One-Parameter Weibull Distribution
Źródło
Statistics in Transition, 2020, vol. 21, nr 1, s. 169-176, bibliogr. s. 175-176
Słowa kluczowe
Analiza przeżycia, Statystyka matematyczna, Rozkład prawdopodobieństwa
Survival analysis, Mathematical statistics, Probability distributions
Uwagi
summ.
Abstrakt
The Weibull distribution is used to describe various observed failures of phenomena and widely used in survival analysis and reliability theory. Sometimes it is very difficult to compute moments of such distributions due to various reasons for e.g. analytical issues, multi parameter cases etc. This study presents the computation of the moments and the expected value of the product of order statistics in the sample from the one-parameter Weibull distribution. An alternative approach in connection to survival function is used to obtain these moments and expected values. In addition the characteristic function of the above distribution is also obtained in the form of gamma functions. Further an illustration is shown to find the first two moments and expected value of the product of order statistics by using this approach. (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Pełny tekst
Pokaż
Bibliografia
Pokaż
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  9. LIEBLEIN, J., (1953). On the exact evaluation of the variances and covariances of order statistics in samples from the extreme-value distribution, Annals of Mathematical Statistics, 24, pp. 282-287.
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  16. WEIBULL, W., (1951). A statistical distribution of wide applicability. J. Appl. Mech., 18, pp. 293-297.
  17. WEIBULL, W., (1952). Statistical design of fatigue experiments. J. Appl. Mech., 19, pp. 109-113.
Cytowane przez
Pokaż
ISSN
1234-7655
Język
eng
URI / DOI
http://dx.doi.org/10.21307/stattrans-2020-010
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