Weibull Distribution

Manjot Arora(B50)
st
Mtech 1 semester, Lovely Professional University
industrious_manjot@yahoo.in

Abstract- Two discrete Weibull distributions are discussed,
and a simple method is presented to estimate the parameters
for one of them. Simulation results are given to compare
this method with the method of moments. The estimates
obtained by the two methods appear to have almost similar
properties. The discrete Weibull data arise in reliability
problems when the observed variable is discrete. The
modeling of such a random phenomenon has already been
accomplished. Estimation of parameters in these models is
considered. Since the usual methods of estimation are not
easy to apply, a simple method is suggested to estimate the
unknown parameters. The estimates obtained by this method
are comparable to those obtained by the method of moments.
The method can be applied in most inferential problems.
Keywords- density function, distribution function, mean,,
moment, probability, variance
Fig.1. Probability density function
If the quantity X is a "time-to-failure", the Weibull
distribution gives a distribution for which the failure rate is
proportional to a power of time. The shape parameter, k, is
that power plus one, and so this parameter can be interpreted
directly as follows:
A value of k,<1 indicates that the failure rate decreases over
time .This happens if there is significant “Infant Mobility”.
The value of k=1 indicates that the failure rate is constant over
time. This might suggest random external events are causing
mortality or failure.
A value of k>1 indicates that the failure rate increases with
time. This happens if there is an in the field of materials
science, the shape parameter k of a distribution of strengths is
known as the Weibull modulus.

I. INTRODUCTION
The probability density function of a Weibull random
variable X is
f(x; λ, k) = { k\λ (x\λ)k-1e-(x/λ)k ; x ≥ 0
0 ; x <0
(1)
where k > 0 is the shape parameter and λ >0 is the scale
parameter of the distribution. Its complementary cumulative
distribution function is a stretched exponential function. The
Weibull distribution is related to a number of other probability
distributions; in particular, it interpolates between Fig.2. Cumulative distribution function
the exponential distribution (k =1) and the Rayleigh
distribution (k = 2). II. PROPERTIES
The cumulative distribution function for the Weibull
distribution is
F(x;k;λ)= 1- e-(x/λ)k for x ≥ 0
F(x; k; λ) = 0 for x < 0.
(2)
The failure rate h (or hazard rate) is given by
h(x;k;λ)= k/λ(x/λ)k-1
(3)

Moments
The moment generating function of the logarithm of a Weibull
distributed random variable is given by
E[etlog X]= λґ(t/k + 1) (4)
where Γ is the gamma function. Similarly, the characteristic
function of log Xis given by
E[eit log X]= λiґ(it/k + 1)
(5)
In particular, the nth raw moment of X is given by:
mn =λnҐ (1 + n/k)
(6)
The mean and variance of a Weibull random variable can be
expressed as:
E[X] =λҐ (1 + 1/k)
(7)

var[X] =λ2[Ґ(1 = 2/k) - Ґ2 (1 + 1/k)

(8)

III. CHARACTERISTICS

Fig.4. Effect of β on the cdf on a Weibull probability plot

with a fixed value of η.

Fig.3. The effect of the Weibull shape parameter on the pdf

Fig.5. The effect of values of β on the Weibull reliability
plot.

Fig.6. The effect of β on the Weibull failure rate function.

 K. In forecasting technological change (also known as
the Sharif-Islam model)
IV. APPLICATIONS
A. In survival analysis V. CONCLUSIONS
B. In reliability engineering and failure analysis THIS ARTICLE PRESENTED A WEIBULL ANALYSIS APPROACH TO DATA FOR
C. In industrial training to represent manufacturing A PROCESS. THIS IS USED TO ASSESS THE VARIABILITY IN THE PROCESS
and delivery times AND DISCOVER A NUMBER OF OTHER TYPES OF SIGNS OF AN
D. In extreme value theory "UNHEALTHY" PROCESS. THIS APPROACH DOES NOT RELY ON THE
QUESTIONABLE NORMALITY ASSUMPTION IN MANY SIX SIGMA
E. In weather forecasting
CALCULATIONS AND PROVIDES AN ALTERNATIVE TO PROCESS
F. To describe wind speed distributions, as the natural CAPABILITIES CALCULATIONS.
distribution often matches the Weibull shape
G. In communications systems engineering REFERENCES
H. In radar systems to model the dispersion of the [1] Montgomery, Douglas C., Introduction to Statistical Process
Control, John Wiley & Sons, Inc., New York, pp. 444, 1997
received signals level produced by some types of [2] Papoulis, Pillai, "Probability, Random Variables, and Stochastic
clutters Processes, 4th Edition.
[3] Signal Detection and Estimation Second Edition by Mourad
I. To the model fading channels in wireless Barkat, Pearson education, 2005
communication as the Weibull fading model seems [4] Detection estimation and modulation theory by Harry L. Van
to exhibit good fit to experimental fading Trees
channel measurements [5] An introduction to signal detection and estimation by H. Vincent
Poor
J. In general insurance of Reinsurance claims, and
the cumulative development of Asbestosis losses