A multi-objective programming approach to Weibull parameter estimation

ÖRKCÜ, HACI HASAN; KOÇAK, EMRE; DEMIR YURTSEVEN, ECEM

doi:10.15672/hujms.912435

A multi-objective programming approach to Weibull parameter estimation

Emre Koçak, (Gazi Üniversitesi, Fen Fakültesi, İstatistik Bölümü, Ankara, Türkiye)

ECEM DEMIR YURTSEVEN, (Sivas Cumhuriyet Üniversitesi, Rektörlük, Sivas, Türkiye)

HACI HASAN ÖRKCÜ (Gazi Üniversitesi, Fen Bilimleri Enstitüsü, Ankara, Türkiye)

Hacettepe Journal of Mathematics and Statistics

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Yıl: 2022 Cilt: 51 Sayı: 2 Sayfa Aralığı: 543 - 558 Metin Dili: İngilizce DOI: 10.15672/hujms.912435 İndeks Tarihi: 11-04-2023

A multi-objective programming approach to Weibull parameter estimation

Öz:

Weibull distribution is widely used in various areas such as life tables, failure rates, and definition of wind speed distribution. Therefore, parameter estimation for the Weibull distribution is an important problem in many real data applications. The least square (LS), the weighted least square (WLS) and the maximum likelihood (ML) are the most popular methods for the parameter estimation in the Weibull distribution. In this study, based on the LS, WLS and ML estimation methods, a multi-objective programming approach is proposed for the parameter estimation of two-parameter Weibull distribution. This new approach evaluates together LS, WLS and ML methods in the estimation process. NSGA- II method, which is a multi-objective heuristic optimization method, is used to solve the proposed multi-objective estimation model. To evaluate the applicability and performance of the proposed approach, a detailed Monte Carlo simulation study based on deficiency criteria and a real data application are designed. The results illustrated that the proposed multi-objective programming approach provides quite accurate parameter estimates for the two parameter Weibull distribution with respect to deficiency criteria.

Anahtar Kelime: Weibull parameter estimation multi-objective programming NSGA-II

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	KOÇAK E, DEMIR YURTSEVEN E, ÖRKCÜ H (2022). A multi-objective programming approach to Weibull parameter estimation. , 543 - 558. 10.15672/hujms.912435
Chicago	KOÇAK EMRE,DEMIR YURTSEVEN ECEM,ÖRKCÜ HACI HASAN A multi-objective programming approach to Weibull parameter estimation. (2022): 543 - 558. 10.15672/hujms.912435
MLA	KOÇAK EMRE,DEMIR YURTSEVEN ECEM,ÖRKCÜ HACI HASAN A multi-objective programming approach to Weibull parameter estimation. , 2022, ss.543 - 558. 10.15672/hujms.912435
AMA	KOÇAK E,DEMIR YURTSEVEN E,ÖRKCÜ H A multi-objective programming approach to Weibull parameter estimation. . 2022; 543 - 558. 10.15672/hujms.912435
Vancouver	KOÇAK E,DEMIR YURTSEVEN E,ÖRKCÜ H A multi-objective programming approach to Weibull parameter estimation. . 2022; 543 - 558. 10.15672/hujms.912435
IEEE	KOÇAK E,DEMIR YURTSEVEN E,ÖRKCÜ H "A multi-objective programming approach to Weibull parameter estimation." , ss.543 - 558, 2022. 10.15672/hujms.912435
ISNAD	KOÇAK, EMRE vd. "A multi-objective programming approach to Weibull parameter estimation". (2022), 543-558. https://doi.org/10.15672/hujms.912435

APA	KOÇAK E, DEMIR YURTSEVEN E, ÖRKCÜ H (2022). A multi-objective programming approach to Weibull parameter estimation. Hacettepe Journal of Mathematics and Statistics, 51(2), 543 - 558. 10.15672/hujms.912435
Chicago	KOÇAK EMRE,DEMIR YURTSEVEN ECEM,ÖRKCÜ HACI HASAN A multi-objective programming approach to Weibull parameter estimation. Hacettepe Journal of Mathematics and Statistics 51, no.2 (2022): 543 - 558. 10.15672/hujms.912435
MLA	KOÇAK EMRE,DEMIR YURTSEVEN ECEM,ÖRKCÜ HACI HASAN A multi-objective programming approach to Weibull parameter estimation. Hacettepe Journal of Mathematics and Statistics, vol.51, no.2, 2022, ss.543 - 558. 10.15672/hujms.912435
AMA	KOÇAK E,DEMIR YURTSEVEN E,ÖRKCÜ H A multi-objective programming approach to Weibull parameter estimation. Hacettepe Journal of Mathematics and Statistics. 2022; 51(2): 543 - 558. 10.15672/hujms.912435
Vancouver	KOÇAK E,DEMIR YURTSEVEN E,ÖRKCÜ H A multi-objective programming approach to Weibull parameter estimation. Hacettepe Journal of Mathematics and Statistics. 2022; 51(2): 543 - 558. 10.15672/hujms.912435
IEEE	KOÇAK E,DEMIR YURTSEVEN E,ÖRKCÜ H "A multi-objective programming approach to Weibull parameter estimation." Hacettepe Journal of Mathematics and Statistics, 51, ss.543 - 558, 2022. 10.15672/hujms.912435
ISNAD	KOÇAK, EMRE vd. "A multi-objective programming approach to Weibull parameter estimation". Hacettepe Journal of Mathematics and Statistics 51/2 (2022), 543-558. https://doi.org/10.15672/hujms.912435