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Reliability theory in operational research

This thesis is concerned principally with the problem of estimating the parameters of the Weibull and Beta distributions using several different techniques. These distributions are used in the area of reliability testing and it is important to achieve the best estimates possible of the parameters involved. After considering several accepted methods of estimating the relevant parameters, it is considered that the best method depends on the aim of the analysis, and on the value of the shape parameter β. For estimating the two-parameter Weibull distribution, it is recommended that Generalized Least Squares (GLS) is the best method to use for values of β between 0.5 and 30. However, Maximum Likelihood Estimator (MLE) is a good method for estimating quantiles. On this basis, the three-parameter Weibull distribution is investigated. The traditional parametrization is compared with a new parametrization developed in this work. By considering parameter effects and intrinsic curvature it is shown that the new parametrization results in a linear effect of the shape parameter. Also it has advantages in quantile estimation because of its ability to provide estimates for a wider range of data sets. A less frequently used distribution in the field of reliability is the Beta distribution. The lack of frequency of its use is partly due to the difficulty in estimating its parameters. A simple, applicable method is developed here of estimating these parameters. This 'group method' involves estimating the two ends of the distribution. It is shown that this procedure can be used, together with other methods of estimating the two- parameter Beta distribution successfully to estimate the four-parameter Beta distribution.

Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:750897
Date January 1991
CreatorsAl-Baidhani, Fadil Ajab
ContributorsSinclair, C. D.
PublisherUniversity of St Andrews
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://hdl.handle.net/10023/13745

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