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Comparison between method of moments and entropy regularization algorithm applied to parameter estimation for mixed-Weibull distribution
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Comparison between method of moments and entropy regularization algorithm applied to parameter estimation for mixed-Weibull distribution

Wen-Liang HungYen-Chang Chang
Journal of Applied Statistics, 卷.38(12), 頁碼.2709-2722
12/2011

摘要

EM algorithm entropy regularization fuzzy clustering algorithm method of moments mixed-Weibull distribution Statistics and Probability Statistics Probability and Uncertainty
Mixed-Weibull distribution has been used to model a wide range of failure data sets, and in many practical situations the number of components in a mixture model is unknown. Thus, the parameter estimation of a mixed-Weibull distribution is considered and the important issue of how to determine the number of components is discussed. Two approaches are proposed to solve this problem. One is the method of moments and the other is a regularization type of fuzzy clustering algorithm. Finally, numerical examples and two real data sets are given to illustrate the features of the proposed approaches. © 2011 Copyright Taylor and Francis Group, LLC.

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