Questions tagged [weibull-distribution]

The Weibull distribution is a probability distribution with applications in survival analysis, reliability engineering, failure analysis, industrial engineering, extreme value theory, weather forecasting, forestry, and more.

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How to bridge between seemingly unrelated but congruent PDF and PMF?

Let's assume a probability mass function $P$ on the discrete domain $\{0,...,N\}$ and a density function $f$ and the existence of two real factors $a$ and $b$ so that we have for all numbers $k$ in $\{...
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1answer
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Analysis of variance with Weibull or Gamma distributions

I have been trying to find a method to analyse variance on Weibull and/or Gamma distributions but a Google search for anovar Weibull "gamma distribution" yields ...
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Interpretation of Count Models Based on Weibull Interarrival Times?

This question is an extension of this question, but more specific. This paper E. Bradlow et al is a Weibull counting model which I am using to estimate how many failures will happen between ...
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Predict probability of failure in R using survreg

I am fitting a weibull model as follows: s <- Surv(DFBR[,"Time"],DFBR[,"Censor"]) wei <- survreg(s~ Group+ UsefulLife, data = DFBR, dist="weibull") How ...
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1answer
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How to write this cost equation?

I have a mean time to failure variable that is Weibull-distributed with shape parameter less than $1$. Whenever a failure occurs, corrective action of cost $c_c$ is performed. From time to time, ...
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1answer
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Getting rweibull to output n observations in (1,52) given specific shape, scale parameters [closed]

I was told the following will generate 52 observations in range (1,52), with a shape parameter of .5 and a scale parameter of 2. Yet, there is a 67 so that is perhaps wrong? What I need is N ...
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2answers
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What is the difference between a distribution and a process (Poisson)?

I'm doing my PhD in geomechanics. I thought we use a Poisson-Weibull distribution (for the variability of a parameter at the rock), but reading more about the subject I think maybe is a Poisson-...
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1answer
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Show that Weibull distribution can be transformed to exponential family

How do I show the Weibull distribution $f:(y; \lambda, \rho)$ can be transformed to the exponential family using the transformation $z=y^\lambda$? I know the form I need to express it in is $$\...
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Random number generation distributed like a translated weibull from uniform random generator

If $X$ is uniformly distributed on $(0,1)$, then the random variable $ \lambda(-\ln(1-X))^{1/k}\ $, is Weibull distributed with parameters $k$ and $\lambda$. With this, I can get random numbers ...
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109 views

Variable effect in Weibull and Cox models

Is it possible to compare effect of variable on the survival time in the Cox model and in the Weibull regression model?
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1answer
921 views

How would you visualize the difference between Cox/Weibull regression?

I'm trying to figure a way of properly displaying the difference\resemblance between various regression values on the same data set, using cox ph, weibull regression and log-normal regression. ...
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1answer
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Weibull analysis [duplicate]

I need to get the maximum likelihood estimate of a two-parameter Weibull distribution. I have tried it on my own but everything tends towards using a Newton-Raphson iterative method which I am not ...
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Why do coxph() and survreg(, dist="exponential") NOT return the same coefficient (except for expected opposite sign) in R?

If I understand correctly, the coefficient of a covariate X under a Weibull accelerated failure time (AFT) model is related to the ...
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1answer
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Weibull Parameter Estimation

I am doing a project in which I need to estimate Weibull parameters for car part failures (I know the data follow Weibull). I have data for 1000 cars (part failure data). Now the problem is suppose ...
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1answer
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Weibull Distribution v/s Gamma Distribution

What is the difference between the intuition behind Gamma and Weibull distributions? Is there any relationship between the two densities ? Kindly help.
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Goodness of fit shows less than 0.01 p-values at all 16 distributions for my wind data

I have got two wind datasets (one for 4 months and the other one for 12 years). Typically wind speed distributions follow Weibull distributions. In order to demonstrate my data distribution in a ...
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How can I test the difference of two Weibull distributions?

I have two Weibull distribution sets from two wind datasets in order to check whether they are same. I thought a 2 sample t-test would be applicable but I couldn't find any ways to do that on the ...
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1answer
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Right-censored survival fit with JAGS

Update: I got the JAGS model running and this eliminates the distracting part of my question. It's really about the proper preparation of data for dinterval() and inits. I can't find a concrete ...
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1answer
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Fitting different models to my data in R

I have number of seeds fallen at different distances. I need to know which model fits these data, if any model does. There are different models that have been used to fit these data: negative ...
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1answer
2k views

Solving intercept / equivalence point / crossing point of where two Weibull regressions meet

I'm looking to solve the point where 2 opposite Weibull functions meet. I'm using the drc package, with a type 2 Weibull having 2 parameters in R. I've fit both ...
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1answer
957 views

Weibull MLE: what is the method/algorithm used to perform the optimization?

Regarding fitting a Weibull two parameters probability density function (pdf), with the fitdistr from MASS package, in R: 1 - What is the iteration algorithm/...
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1answer
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Weibull distribution parameters $k$ and $c$ for wind speed data

Hi can the same be shown to obtain shape and scale parameter for modified maximum likelihood method
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324 views

MLE: Two parameter or three parameter Weibull? [closed]

I would like to calculate the MLE estimates of the mean and variance of a Weibull distributional assumption, from a given sample. Now, there are two parameter and three parameter weibull distributions....
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Confidence intervals for extreme value distributions

I have wind data that i'm using to perform extreme value analysis (calculate return levels). I'm using R with packages 'evd', 'extRemes' and 'ismev'. I'm fitting GEV, Gumbel and Weibull distributions,...
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1answer
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Weibull regression with known intercept in R

I'd like to run a Weibull regression with the pre-defined scale and shape parameters of the Weibull distribution. I'm using survreg() from ...
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777 views

Fitting Weibull regression with ancillary shape parameter in R

I am trying to replicate a Weibull model for political leaders' survival in R. The model uses the Weibull distribution with the hazard rate h(t)=lambda*pt^(p-1). ...
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Accelerated Failure Time scale parameter excessively large when data is right censored

I am using an accelerated failure time model with the Weibull distribution to predict failure times. My failure times range from 1 - 365, with many (80%) data points that are right censored (no ...
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Fitting the inverse Weibull distribution to data in R

I am trying to fit the Weibull distribution to a dataset in R. I have a dataset, "loss", as a .csv file, and use fitdistr(loss,"invexp"). I received the message: ...
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1answer
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Fitting a Weibull function in R

I am trying to model some data that follows a sigmoid curve relationship. In my field of work (psychophysics), a Weibull function is usually used to model such relationships, rather than probit. I am ...
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1answer
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Mean survival time of a Weibull distribution

I'm trying to calculate the mean survival time of a Weibull distribution, and am getting what feels like an errant estimate of the mean--and each source I look up for how to calculate the mean gives a ...
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726 views

Tail distribution of sum of Weibull distributed variables

Is there a bound on the tail distribution of a finite sum of i.i.d Weibull random variables?
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Is there a multivariate version of the Weibull distribution?

I hope this one is self-explanatory, but let me know if something is unclear: Is there a multivariate version of the Weibull distribution?
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How do I apply the method of moments for estimating parameters in a sum-relationship?

We have a model relationship between three random variables like this: $$ U = C + S $$ I have a ton of measurements of realizations of $U$, as well as a ton of realizations of $C$. But the ...
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1answer
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Elementary treatment of the Weibull distribution

I am looking for a reference to an elementary (or at least fairly simple) treatment of the Weibull-distribution. I have a bright high school student doing a project on wind mills and it turns out that ...
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Route to understanding and implementing statistical timing models

The research paper Forecasting NBA Player Performance by Douglas Hwang describes a method for predicting player performance by utilizing a statistical timing model and a 'Weibull-Gamma' distribution. ...
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Conjugate of Weibull with shape known

This isn't exactly a homework problem but rather a self-selected problem I'm doing to prepare for a midterm. I can see from Wikipedia that it is an inverse gamma but I am unable to reach the ...
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2answers
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Which R package for estimating a multilevel Weibull regression model?

Could you recommend an R package for estimating a (frequentist) multilevel Weibull regression model? I need to model random intercepts, random slopes, as well as a cross-classified structure. ...
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4answers
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Can I use a Z-score with skewed and non-normal data? [closed]

I've been working with some process cycle time data and scaling using the standard z-score in order to compare between parts of the full cycle time. Should I use some other transformation since the ...
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Weibull distributed data for correlation analysis

On visual inspection of P-P plots, my time data appears to fit a Weibull distribution better than a normal distribution. I will use the variable for correlations and as a predictor in regression. In ...
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1answer
2k views

Adjustment coefficient (Lundberg coefficient) for a Weibull distribution

I am very glad that I have found this community and I wanted, beforehand, to thank anyone reading my post. I appreciate that very much! I am estimating the ruin probability for Weibull (in the light ...
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4answers
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EM maximum likelihood estimation for Weibull distribution

Note: I am posting a question from a former student of mine unable to post on his own for technical reasons. Given an iid sample $x_1,\ldots,x_n$ from a Weibull distribution with pdf $$ f_k(x) = k x^{...
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Spearman correlation of two Weibull distributions

Is there a way to find the Spearman correlation between two Weibull distributions? I need it as a parameter in a copula function for the joint Weibull distribution. I learned that using the Pearson ...

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