Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

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.

source: http://en.wikipedia.org/wiki/Weibull_distribution

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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 $$ f_k(x) = k x^{k-1} e^{-x^k} \quad x>0 $$ is there a useful…
Xi'an
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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.
Vani
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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
Zay
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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-Weibull process and I don't know the difference. To…
user40948
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Can I use a Z-score with skewed and non-normal data?

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 data are heavily right-skewed/non-normal?…
TMOD
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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?
robguinness
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Relationship between Gumbel and Weibull distribution, accelerated failure time models, and Survreg using R

I have three questions concerning accelerated failure time models (AFT), one statistical, one regarding how to implement these models in R, and one related to finding out information about what R is doing. In short my questions are; 1) What is the…
dandar
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Weibull vs. Gamma Distribution

I have data comprising distances between successive points on a line (1D vector): Traditionally in my field, such data is fitted with a gamma-distribution in an attempt to describe the distribution of the points, however, in some instances I find…
AnnaSchumann
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Weibull Survival Model with Time Varying Covariates in R

I am trying to run a survival model using the Weibull approach, but the wrinkle is that I have time-varying covariates. I am using the survival package in R. My call is: output <- survreg(Surv(start, stop, fail) ~ gdppc + [...] + cluster(name),…
george
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asymptotic unbiasedness of weibull mle

It's known that the MLEs of the two-parameter Weibull distribution scale and shape parameters are not available in a closed form. It is, however, known that they do exist, are unique, and moreover, are asymptotically normal with means equal to the…
Jeff
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Weibull distribution with the negative shape parameter

Just wondering why in the literature Weibull distribution is always defined for positive shapes, whereas the extension in the negative direction is possible and has many useful properties. Suppose $X \propto \mathrm{Weibull}(\theta, \lambda)$, i.e.…
alyst
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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 Internet. Does anyone know what type of test is…
Kangmin
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Intuition behind Weibull distribution?

I don't understand the physical meaning of Weibull distribution's $k$ parameter. Here is a simplified formula of cumulative probability function of Weibull in the simplest form: $$p(\xi \geq x) = e^{-(\frac{x}{\lambda})^k}$$ What is the physical…
Boris Burkov
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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 posterior suggested by the parameter updates. The…
Meadowlark Bradsher
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Expected survival time for Weibull proportional hazards model with R's predict.survreg

The predictions for a Weibull proportional hazards model from R's predict.survreg() are not the expected survival times. Please help me understand this behaviour. For time $t$, the Weibull density is given, in the parameterisation of dweibull(),…
born_a_kid
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