Journal
COMPUTATIONAL STATISTICS
Volume 36, Issue 2, Pages 1219-1242Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s00180-020-01044-5
Keywords
Weibull distribution; Finite mixture distributions; Bootstrap percentile interval
Categories
Funding
- Scientific Research Projects Coordination Unit of Burdur Mehmet Akif Ersoy University [0440-DR-17]
Ask authors/readers for more resources
This paper introduces a method for parameter estimation based on genetic algorithm and expectation-maximization algorithm for estimating parameters of a mixture of Weibull distributions. Through simulation studies and real data examples, it is demonstrated that this method is more efficient compared to other traditional techniques.
A mixture of two Weibull distributions (WW) has a variety of usage area from reliability analysis to wind speed modeling. Maximum likelihood (ML) method is the most frequently used method in parameter estimation of WW. Due to the nonlinear nature of the log-likelihood function of WW, usage of iterative techniques is a necessary process. Conventional iterative techniques such as Newton Raphson (NR) require considerable analytical preparatory to work to obtain gradient and may lead to numerical difficulties such as convergence problems. The aim of this paper is to present a genetic algorithm (GA) with an adaptive search space based on the Expectation-Maximization (EM) algorithm to obtain the ML estimators of the parameters of WW. The simulation study is conducted to compare the performances of ML estimators obtained using NR algorithm, EM algorithm, simulated annealing algorithm, and the proposed GA. Furthermore, real data examples are used to compare the efficiency of proposed GA with the existing methods in the literature. Simulation results and real data examples show that the proposed GA has superiority over other techniques in terms of efficiency.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available