Comparison of parameter estimation methods for transformer Weibull lifetime modelling

Weibull distribution is widely used in various areas such as life tables, failure rates, and definition of wind speed distribution. Therefore, parameter estimation for the Weibull distribution is an important problem in many real data applications. The least square (LS), the weighted least square (WLS) and the maximum likelihood (ML) are the most popular methods for the parameter estimation in the Weibull distribution. In this study, based on the LS, WLS and ML estimation methods, a multi-objective programming approach is proposed for the parameter estimation of two-parameter Weibull distribution. This new approach evaluates together LS, WLS and ML methods in the estimation process. NSGA-II method, which is a multi-objective heuristic optimization method, is used to solve the proposed multi-objective estimation model. To evaluate the applicability and performance of the proposed approach, a detailed Monte Carlo simulation study based on deficiency criteria and a real data application are designed. The results illustrated that the proposed multi-objective programming approach provides quite accurate parameter estimates for the two parameter Weibull distribution with respect to deficiency criteria.

Three-parameter Weibull probability distribution function is used to represent the time-to-failure data. For parameter estimation, the errors-in-variables, maximum likelihood, and least squares methods are compared. The results obtained from five data sets show that maximum likelihood method gives the most reliable parameter estimates which are close to those obtained by errors-in-variables approach. The least squares method gave the poorest results in most cases. For parameter estimation, the Luus-Jaakola direct search optimization procedure yielded the optimal parameter values in negligible computation time, taking less than a second of computation time on a Pentium4/2.66MHz personal computer for 50 data points.

Felsenstein, J. (Department of Genetics SK-50, University of Washington, Seattle, Washington 98195). 1973. Maximum likelihood and minimum-steps methods for estimating evolutionary trees from data on discrete characters. Syst. Zool. 22:240-249.The general maximum likelihood approach to the statistical estimation of phylogenies is outlined, for data in which there are a number of discrete states for each character. The details of the maximum likelihood method will depend on the details of the probabilistic model of evolution assumed. There are a very large number of possible models of evolution. For a few of the simpler models, the calculation of the likelihood of an evolutionary tree is outlined. For these models, the maximum likelihood tree will be the same as the parsimonious (or minimum-steps) tree if the probability of change during the evolution of the group is assumed a priori to be very small. However, most sets of data require too many assumed state changes per character to be compatible with this assumption. Farris (1973) has argued that maximum likelihood and parsimony methods are identical under a much less restrictive set of assumptions. It is argued that the present methods are preferable to his, and a counterexample to his argument is presented. An algorithm which enables rapid calculation of the likelihood of a phylogeny is described. [Evolutionary trees: maximum likelihood.] The first systematic attempt to apply standard statistical inference procedures to the estimation of evolutionary trees was the work of Edwards and Cavalli-Sforza (1964; see also Cavalli-Sforza and Edwards, 1967). At about the same time, the parsimony' or minimum evolutionary steps method of Camin and Sokal (1965) gave a great impetus to the development of welldefined procedures for obtaining evolutionary trees. Edwards and Cavalli-Sforza concerned themselves with data from continuous variables such as gene frequencies and quantitative characters. The CaminSokal approach, on the other hand, was developed for characters which are recorded as a series of discrete states. Although some taxonomists have declared that the problem of guessing phylogenies should be viewed as a problem of statistical inference (Farris, 1967, 1968; Throckmorton, 1968), until recently there have been no attempts to explore the relationship between the statistical inference and minimum-steps approaches. Recently, Farris (1973) has presented a detailed argument that, under certain reasonable assumptions, the maximum-likelihood method of statistical inference appropriate to discrete-character data is precisely the parsimony method of Camin and Sokal. In this paper, I will examine the application of maximum likelihood methods to discrete characters, and will show that parsimony methods are not maximum likelihood methods under the assumptions made by Farris. They are maximum likelihood methods under considerably more restrictive assumptions about evolution. METHODS OF MAXIMUM LIKELIHOOD Suppose that we want to estimate the evolutionary tree, T, which is to be specified by the topological form of the tree and the times of branching. We are given a set of data, D, and a model of evolution, M, which incorporates not only the evolutionary processes, but also the processes of sampling by which we obtained the data. This model will usually be probabilistic, involving random events such as changes of the environment, occurrence of favorable

Many clinical or prevention studies involve missing or censored outcomes. Maximum likelihood (ML) methods provide a conceptually straightforward approach to estimation when the outcome is partially missing. Methods of implementing ML methods range from the simple to the complex, depending on the type of data and the missing-data mechanism. Simple ML methods for ignorable missing-data mechanisms (when data are missing at random) include complete-case analysis, complete-case analysis with covariate adjustment, survival analysis with covariate adjustment, and analysis via propensity-to-be-missing scores. More complex ML methods for ignorable missing-data mechanisms include the analysis of longitudinal dropouts via a marginal model for continuous data or a conditional model for categorical data. A moderately complex ML method for categorical data with a saturated model and either ignorable or nonignorable missing-data mechanisms is a perfect fit analysis, an algebraic method involving closed-form estimates and variances. A complex and flexible ML method with categorical data and either ignorable or nonignorable missing-data mechanisms is the method of composite linear models, a matrix method requiring specialized software. Except for the method of composite linear models, which can involve challenging matrix specifications, the implementation of these ML methods ranges in difficulty from easy to moderate.

Univariate Weibull distribution is a well known lifetime distribution and has been widely used in reliability and survival analysis. In this paper, we introduce a new family of bivariate generalized Weibull (BGW) distributions, whose univariate marginals are exponentiated Weibull distribution. Different statistical quantiles like marginals, conditional distribution, conditional expectation, product moments, correlation and a measure component reliability are derived. Various measures of dependence and statistical properties along with aging properties are examined. Further, the copula associated with BGW distribution and its various important properties are also considered. The methods of maximum likelihood and Bayesian estimation are employed to estimate unknown parameters of the model. A Monte Carlo simulation and real data study are carried out to demonstrate the performance of the estimators and results have proven the effectiveness of the distribution in real-life situations.

In an urban road network, travel times are not uniquely determined by the traffic states due to stochastic properties of traffic flow, stochastic arrivals and departures at intersections and traffic signal control. As a result, for a given traffic state, a range of travel times (delays) is found. This can be represented by a distribution of travel times (delays). Calibrating a model for the travel time only for the expectation value gives a large ‘noise’ such that the model will have little value for the prediction purpose. In this paper, the delay distribution function as derived from the analytical model under different circumstances is introduced. The overflow queue distribution which is the parameter in the delay distribution function is estimated based on traffic measurements, e.g., the measured delays, flows and cycle time. The Least Squares (LS) and Maximum Likelihood (ML) Estimation are used to perform the parameter estimation in the delay distribution. The Genetic Algorithm (GA) is applied to find the optimal solution for the objective functions in terms of minimizing square error and maximizing the likelihood function. Based on the estimated model parameters, the delay distribution is reconstructed. The estimated delay distribution is compared with that obtained from VISSIM simulation. Results show that both ML and LS estimation methods perform well in the undersaturated condition. While in the oversaturated condition, the ML method performs considerably better than the LS method.

Quantifying inequality in the leaf area distribution within a single module is critical for elucidating plant resource allocation strategies, but the accuracy of theoretical Gini coefficients derived from statistical distributions remains poorly validated against observed values. To resolve this gap, we analyzed 9,242 leaves from 121 culms of the bamboo Semiarundinaria densiflora, a model system with minimal ontogenetic noise and moderate leaf counts (36–187 leaves per culm) that enables robust Lorenz curve construction. Four candidate distributions were tested: the normal, log-normal, two-parameter Gamma, and two-parameter Weibull distributions. The parameters of the normal and log-normal distributions were estimated directly from sample statistics, whereas the parameters of the Gamma and Weibull distributions were estimated using the maximum likelihood method. Goodness of fit was assessed using the Kolmogorov-Smirnov (K-S) test for distributional validity, and the Akaike’s information criterion (AIC) for model selection. Although the Gamma distribution passed the K-S test for a slightly higher percentage of culms (99%) than the Weibull distribution (97.5%), the Weibull distribution was selected as the superior model because it yielded significantly lower AIC values. Crucially, the theoretical Gini coefficients of the Gamma and Weibull distributions (denoted as GG and GW, respectively) were tested against the observed Gini coefficients (GP) calculated nonparametrically using the polygon method. Linear regression demonstrated that GW​ predicted GP with near isometric accuracy: the intercept’s 95% confidence interval included zero (−0.006 to 0.017) and the slope’s 95% confidence interval included unity (0.929 to 1.039). In contrast, GG exhibited significant bias. Notably, pooling leaves across culms violated all distributions due to microhabitat driven multimodality, confirming that intra-culm inequality assessments require organism level analysis. This work provides an empirical validation that the Weibull shape parameter reliably quantifies intra-culm leaf area inequality. By bridging theoretical distribution models with field-derived inequality metrics, our approach provides insights into canopy efficiency, photosynthetic optimization, and hydraulic trade-offs. Future work should test this approach in other grass species and assess its generalizability in plants with contrasting canopy architectures.

Deconvolution techniques provide efficient implementations for super-resolution imaging for forward-looking scanning radar. However, deconvolution is normally an ill-posed problem, and the solution is extremely sensitive to noise. From a statistical perspective, maximum likelihood (ML) methods are able to condition the ill-posed problem into a well-posed one. Nevertheless, traditional ML methods only consider the amplitude of the echo and by ignoring the phase that do not adequately model the radar imaging system. In this letter, an I/Q-channel modeling ML method is proposed for forward-looking scanning radar. First, the probability model of the echo is deduced by jointly considering noise in the I and Q channels. Then, a probability density function of the received data is deduced and used to formulate the likelihood function. Finally, the targets can be precisely estimated by maximizing this likelihood function. The results of simulations and experiments are provided to illustrate the effectiveness of the proposed method.

One of the well-known methods for the determination of wind energy potential is the two-parameter Weibull distribution. It is clear that the success of the Weibull distribution for wind energy applications depends on the estimation of the parameters which can be determined by using various numerical methods. In the present study, Monte Carlo simulation method is performed by using six parameters estimation method that is used in the estimation of Weibull distribution parameters such as Maximum Likelihood Estimation (MLE), Least Squares Method (LSM), Method of Moments (MOM), Method of Logarithmic Moments (MLM), Percentile Method (PM), and L-Moment Method (LM), and is compared to Mean Squared Error (MSE) and Mean Absolute Percentage Error (MAPE). In this study, the wind energy potential of the Meşelik region in Eskişehir was modeled with two-parameter Weibull distribution. The average wind speed (m/s) data, which are gathered in 10-minute intervals from the measuring device installed 10 meters about the ground in Meşelik Campus of Eskişehir Osmangazi University, is used. As a result of the simulation study, it has been determined that MLE is the best parameter estimation method for two-parameter Weibull distribution in large sample sizes, and LM has the closest performance to MLE. The wind speed (m/h) data of the region has been successfully modeled with two-parameter Weibull distribution and the highest average wind power density has been obtained in July as 49.38295 (W/m2) while the lowest average wind power density has been obtained in October as 19.30044 (W/m2).

Increasing the amount of data with complex dynamics requires the constant updating of statistical distributions. This study aimed to introduce a new three-parameter distribution, named the new exponentiated Weibull (NEW) distribution, by applying the logarithmic transformation to the exponentiated Weibull distribution. The exponentiated Weibull distribution is a powerful generalization of the Weibull distribution that includes several classical distributions as special cases—Weibull, exponential, Rayleigh, and exponentiated exponential—which make it capable of capturing diverse forms of hazard functions. By combining the advantages of the logarithmic transformation and exponentiated Weibull, the new distribution offers great flexibility in modeling different forms of hazard functions, including increasing, J-shaped, reverse-J-shaped, and bathtub-shaped functions. Some mathematical properties of the NEW distribution were studied. Moreover, four different methods of estimation—the maximum likelihood (ML), least squares (LS), Cramer–Von Mises (CVM), and percentile (PE) methods—were employed to estimate the distribution parameters. To assess the performance of the estimates, three simulation studies were conducted, showing the benefit of the ML method, followed by the PE method, in estimating the model parameters. Additionally, five datasets were used to evaluate the effectiveness of the new distribution in fitting real data. Compared with some Weibull-type extensions, the results demonstrate the superiority of the new distribution in modeling various forms of real data and provide evidence for the applicability of the new distribution.

Relative Efficiencies of the Maximum Likelihood, Maximum Parsimony, and Neighbor-Joining Methods for Estimating Protein Phylogeny

Calculation of the uncertainty in complication probability for various dose–response models, applied to the parotid gland

In order to assess the availability of wind potential energy in a given place, a fundamental part is to investigate the behavior of the wind during a certain period. A standard way to characterize wind data is by using statistical models such as the Weibull distribution. To define the parameters of the Weibull probability density function (PDF) which best describes the input data, the estimation of two parameters is needed. Rather than testing different estimation methods for the Weibull distribution parameters and choosing the one with greater fitting level, we propose a iterative method aiming to maximize the suitability of the PDF into the raw data histogram. The method is based on the Newton-Raphson algorithm and uses as initial guess the parameters yielded by a Maximum Likelihood estimation. We also assess the performance of the hybrid Weibull distribution proposed by Tackle and Brown for different types of data and compare it to the standard Weibull PDF. The results show that, for every set of data analyzed, the proposed method outperformed the state-of-the-art Maximum Likelihood method. Also the hybrid Weibull PDF model yielded better fit than the standard Weibull PDF in all cases.

In practice several natural phenomena like wind direction, death rates, egg production ,etc. follow circular normal distribution. In this paper the problem of estimating the parameters of this distribution from incomplete records has been worked out by the method of maximum likelihood. Second order partial derivatives are given to determine the standard error of the estimates. A numerical example is added to illustrate the practical application of the method.

In this article, an attempt is made to propose a novel method of lifetime distributions with maximum flexibility using a popular T–X approach together with an exponential distribution, which is known as the New Generalized Logarithmic-X Family (NGLog–X for short) of distributions. Additionally, the generalized form of the Weibull distribution was derived by using the NGLog–X family, known as the New Generalized Logarithmic Weibull (NGLog–Weib) distribution. For the proposed method, some statistical properties, including the moments, moment generating function (MGF), residual and reverse residual life, identifiability, order statistics, and quantile functions, were derived. The estimation of the model parameters was derived by using the well-known method of maximum likelihood estimation (MLE). A comprehensive Monte Carlo simulation study (MCSS) was carried out to evaluate the performance of these estimators by computing the biases and mean square errors. Finally, the NGLog–Weib distribution was implemented on four real biomedical datasets and compared with some other distributions, such as the Alpha Power Transformed Weibull distribution, Marshal Olkin Weibull distribution, New Exponent Power Weibull distribution, Flexible Reduced Logarithmic Weibull distribution, and Kumaraswamy Weibull distribution. The analysis results demonstrate that the new proposed model performs as a better fit than the other competitive distributions.