Re: WeibullDistribution
- To: mathgroup at smc.vnet.net
- Subject: [mg42460] Re: WeibullDistribution
- From: Bill Rowe <listuser at earthlink.net>
- Date: Wed, 9 Jul 2003 08:24:32 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
On 7/8/03 at 4:37 AM, ce.choa.phen.kee at philips.com wrote: > I have a set of data, but how can I find out the A and B in > WeibullDistribution[ A , B ] ? There are a number of ways to do this. One simple way (perhaps not the best) would be to compute A and B from two given quantiles, i.e., noting for a Weibull distribution Log[-Log[1-p] == A Log[t] - A Log[B] where t is the p_th quantile. Using two quantiles in this manner gives essentially a point estimate of A and B, A more global estimate can be obtained using Fit to do a regression analysis of Log[data] vs Log[-Log[1-p]] where each data point is paired with its corresponding quantile. There are a number of choices that can be used for p. Probably the most commonly used is (j-1)/n. This can be computed from a vector of data points as MapIndexed[(First@#2-1)/Length[data]&,Sort@data] Other methods for computing A are based on maximum liklihood methods or moments of Log[data]. Refer to a good statistics text for details.