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Title: Statistical analysis of a Weibull extension model
Authors: Tang, Y.
Xie, M. 
Goh, T.N. 
Keywords: Bathtub-shaped failure rate
Likelihood ratio test
Maximum likelihood estimation
Weibull distribution
Issue Date: May-2003
Citation: Tang, Y., Xie, M., Goh, T.N. (2003-05). Statistical analysis of a Weibull extension model. Communications in Statistics - Theory and Methods 32 (5) : 913-928. ScholarBank@NUS Repository.
Abstract: Recently, Chen (Chen, Z. (2000). A new two-parameter lifetime distribution with bathtub-shape or increasing failure rate function. Statistics & Probability Letters 49:155-161.) proposed a two-parameter model that can be used to model bathtub-shaped failure rate. Although this model has several interesting properties, it does not contain a scale parameter and hence not flexible in modeling real data. A generalized model including the scale parameter has shown to be interesting and it has the traditional Weibull distribution as an asymptotic case. In this article, a detailed analysis of this model is presented. Shapes of the density and failure rate function are studied. The asymptotic confidence intervals for the parameters are also derived from the Fisher information matrix. The likelihood ratio test is applied to test the goodness of fit of Weibull extension model. Some examples are shown to illustrate the application of the model and analysis.
Source Title: Communications in Statistics - Theory and Methods
ISSN: 03610926
DOI: 10.1081/STA-120019952
Appears in Collections:Staff Publications

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