The three-parameter Weibull distribution is one of the commonly used distributions for reliability analysis.However,its non-regular issue poses challenges to the validity of large sample properties of frequentist method.Additionally,the selection of prior in Bayesian estimation also faces certain issues.In order to provide practitioners with an alternative choice,this paper applies the generalized fiducial inference to the study of the three-parameter Weibull distribution.For the interest parameters such as reliability,generalized fiducial point estimation and confidence in-terval are constructed and compared with frequentist method and Bayesian method.Simulation results show that generalized fiducial point estimation has smaller or com-parable mean square error and shorter or comparable average interval length while maintaining coverage probability.Finally,the effectiveness of generalized fiducial in-ference in the three-parameter Weibull distribution is demonstrated using data on single carbon fibers strength and ball bearings.
关键词
三参数Weibull分布/最大间隔积估计/贝叶斯估计/广义信仰推断/可靠度
Key words
Three-parameter Weibull distribution/maximum product of spacings/Bayesian estimation/generalized fiducial inference/reliability