Position: Home > Articles > Multi-Weibull Statistical Model of Random Variables and Optimal Estimation of Its Parameters
Transactions of the Chinese Society for Agricultural Machinery
2006,37
(11)
41-44
随机变量多重Weibull统计模型及参数最优估计
作 者:
高翔;王若平;夏长高;朱茂桃
单 位:
江苏大学汽车与交通工程学院
关键词:
车辆可靠性;随机变量;Weibull分布;统计模型;参数估计
摘 要:
利用Weibull分布函数兼容性好的特点,采用混合Weibull分布模型来描述复杂随机变量分布,并按照最小二乘法原则,对统计模型参数进行最优化估计,建立复杂随机变量分布的统计模型。对某汽车发动机工作转矩统计模型的建立示例表明,多重Weibull分布适合用来表达一些复杂随机变量的统计特性,参数估计的最优化模型适用,参数优化估计过程能可靠收敛。
译 名:
Multi-Weibull Statistical Model of Random Variables and Optimal Estimation of Its Parameters
作 者:
Gao Xiang Wang Ruoping Xia Changgao Zhu Maotao(Jiangsu University)
关键词:
Vehicle reliability, Random variables, Weibull distribution, Statistical model, Parameter estimation
摘 要:
To establish theoretical statistical model for more complex random variables in engineering, multi-Weibull distribution is used to describe the statistical distribution of complex random variables, regarding the adaptability of Weibull distribution. In order to estimate the parameter of multi-Weibull distribution correctly, optimization model for estimating parameters of multiple-mixed Weibull distribution is presented, based on the principle of least-square. In the optimal estimation for the distribution parameters, the Levebberg-Marquardt method with line-search and Gauss-Newton method are alternatively used. A safeguarded mixed quadratic and cubic polynomial interpolation and extrapolation are chosen as algorithm of linear-search. An example about the service load of a motor vehicle clutch shows that multiple Weibull distribution has quite good adaptability in describing the complex statistical distribution of random variables. The presented model and algorithm of optimization for estimating multi-Weibull distribution parameters has steady convergence.