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Re: weibull plot on weibull scaled paper

  • To: mathgroup at smc.vnet.net
  • Subject: [mg116740] Re: weibull plot on weibull scaled paper
  • From: Bill Rowe <readnews at sbcglobal.net>
  • Date: Fri, 25 Feb 2011 06:37:58 -0500 (EST)

On 2/24/11 at 6:21 AM, darreng at wolfram.com (Darren Glosemeyer) wrote:

>On 2/23/2011 4:24 AM, Bill Rowe wrote:

>>But if I enter each line by hand into individual cells, I don't see
>>the error. So, there appears to be a bug somewhere. That is, the
>>various ways I've described above of doing the computation should
>>all behave identically.

>ProbabilityScalePlot and its friends call the internal parameter
>estimation code for FindDistributionParameters/EstimatedDistribution
>to get the estimates. The reason for the message is that the
>equations in the estimation code for WeibullDistribution were less
>numerically stable than they could have been and so convergence
>fails more often than it should when parameter values are somewhat
>large. This has been fixed for the next release.

>I think the fact that the example worked without error when you
>typed the inputs in separate cells is a red herring. The example
>will converge for some data sets and not for others. I suspect the
>random values you got in the case that worked just happened to give
>a convergent result while the random values you'd gotten in the
>other attempts did not.

Your explanation makes sense and I should have thought about the
random number generator. But I was getting such consistent
results, this just didn't occur to me. Possibly part of the
reason I had never seen this in the past when I've used random
Weibull deviates I've been interested in smaller shape factors
(in the range of 0.2 to ~5). That also might change the
likelihood of getting values leading to the error. Additionally,
when I was attempting to isolate the problem, I was actually
quitting the kernel and restarting it so that each test started
with a fresh session. This too, might have had an affect on how
likely it was to get a set of values that lead to the error message.



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