Grey-based approach for estimating Weibull model and its application

Abstract

Weibull distribution is widely used in engineering because of its flexibility to take on many different shapes. For different application fields, people put forward different estimation methods, including grey estimation method. The purpose of this paper is to improve the existing grey estimation method of Weibull distribution as its some serious shortcomings. Firstly, a grey three-parameter Weibull model is proposed in a discrete form. Then, by means of the grey Weibull model, a two-stage hybrid method for estimating the three-parameter Weibull distribution is proposed, which is composed of the linear and nonlinear least square principles. To demonstrate the feasibility of the proposed grey Weibull model, a simulation study was conducted and compared the results with the modified MLE method, and a comparison study on the frequency analysis of four breakdown data sets of epoxy resins is also carried out. Moreover, as a practical application, Weibull model based on the grey estimation approach is applied to the frequency analysis of monthly wind speed of Hohhot in 2018, and compared with a series of existing estimation methods. Results show that the proposed grey Weibull estimation improves the existing grey estimation and can be well applied to the frequency analysis of Weibull data.

Keywords:

• Weibull distribution
• parameter estimation
• grey Weibull model
• frequency analysis

MATHEMATICAL SUBJECT CLASSIFICATION:

• 60E05

Additional information

Funding

This work was supported by National Natural Science Foundation of China under grant 72171116, 71671090, 71871117, and the Fundamental Research Funds for the Central Universities under grant NP2020022.