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Reliability Estimation for the Generalized Gamma Distribution and Robustness of the Weibull Model

 

作者: HaroldW. Hager,   LeeJ. Bain,   CharlesE. Antle,  

 

期刊: Technometrics  (Taylor Available online 1971)
卷期: Volume 13, issue 3  

页码: 547-557

 

ISSN:0040-1706

 

年代: 1971

 

DOI:10.1080/00401706.1971.10488817

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Two test statistics are suggested for discriminating between the exponential model and the more general Weibull or gamma models, and these are compared to some previously used test statistics by Monte Carlo methods. The results of estimating reliability under an exponential assumption when the true model is Weibull is also investigated. These results as well as the tests mentioned above indicate that the exponential model is often not adequate when the more general models hold. In contrast to this result it was found that the Weibull model was quite robust relative to the generalized gamma distribution with regard to reliability estimation. Some general pivotal function properties are presented for the maximum likelihood estimator of reliability for the generalized gamma distribution and similar results also hold for the Weibull procedure under a generalized gamma assumption. These results made a Monte Carlo study of this problem feasible. Since the maximum likelihood estimators are apparently ill-behaved for smaller sample sizes and since the Weibull model is robust it appears little is gained by using the generalized gamma distribution for samples of size less than 200 to 400.

 

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