Parameter estimation for bivariate Weibull distribution using generalized moment method for reliability evaluation |
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| Authors: | Fuqing Yuan |
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| Affiliation: | Department of Engineering and Safety, University of Troms?, Troms?, Norway |
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| Abstract: | Bivariate Weibull distribution can address the life of a system exhibiting 2‐dimensional characteristics in risk and reliability engineering. The applicability of bivariate Weibull distribution has been hindered by its difficulty with parameter estimation, as the number of parameters in bivariate Weibull distribution is more than those in univariate Weibull distribution. Considering a particular structure of a bivariate Weibull distribution model, this paper proposes a generalized moment method (GMM) for parameter estimation. This GMM method is simple, and it has proved to be efficient. The GMM can guarantee the existence and the uniqueness of the solution. A confidence interval for each estimator is derived from the moments of the bivariate distribution. The paper presents a simulation case and 2 real cases to demonstrate the proposed methods. |
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| Keywords: | bivariate Weibull confidence interval generalized moment method parameter estimation |
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