Comparing the Maximum Likelihood Method and a Modified Moment Method to fit a Weibull distribution to aircraft engine failure time data
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1997
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 86
Description: This thesis provides a comparison of the accuracies of two methods for fitting a Weibull distribution to a      set of aircraft engines time between failure data. One method used is the Maximum Likelihood Method      and assumes that these engine failure times are independent. The other method is a Modified Method of      Moments procedure and uses the fact that if time to failure T has a Weibull distribution with scale      parameter lambda and shape parameter beta, then T(beta) has an exponential distribution with scale      parameter lambda(beta). The latter method makes no assumption about independent failure times. A      comparison is made from times that are randomly generated with a program. The program generates times      in a manner that resembles the way in which engine failures occur in the real world for an engine with three      subsystems. These generated operating times between failures for the same engine are not statistically      independent. This comparison was extended to real data. Although the two methods gave good fits, the      Maximum Likelihood Method produced a better fit than the Modified Method of Moments. Explanations      for this fact are analyzed and presented in the conclusions.
Notes: Thesis advisor, W. Max Woods.

Thesis (M.S. in Operations Research) Naval Postgraduate School, Sept. 1997.

Includes bibliographical references (p. 83)

Also available online.

System requirements: Adobe Acrobat reader.

dk/dk cc:9116 02/19/98.