Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/63299
Title: Robust regression using probability plots for estimating the Weibull shape parameter
Authors: Zhang, L.-F.
Xie, M. 
Tang, L.-C. 
Keywords: Least-squares estimator
Robust regression estimator
Shape parameter
Weibull distribution
Weibull probability plot
Issue Date: Dec-2006
Citation: Zhang, L.-F., Xie, M., Tang, L.-C. (2006-12). Robust regression using probability plots for estimating the Weibull shape parameter. Quality and Reliability Engineering International 22 (8) : 905-917. ScholarBank@NUS Repository.
Abstract: The Weibull shape parameter is important in reliability estimation as it characterizes the ageing property of the system. Hence, this parameter has to be estimated accurately. This paper presents a study of the efficiency of using robust regression methods over the ordinary least-squares regression method based on a Weibull probability plot. The emphasis is on the estimation of the shape parameter of the two-parameter Weibull distribution. Both the case of small data sets with outliers and the case of data sets with multiple-censoring are considered. Maximum-likelihood estimation is also compared with linear regression methods. Simulation results show that robust regression is an effective method in reducing bias and it performs well in most cases. Copyright © 2006 John Wiley & Sons, Ltd.
Source Title: Quality and Reliability Engineering International
URI: http://scholarbank.nus.edu.sg/handle/10635/63299
ISSN: 07488017
Appears in Collections:Staff Publications

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