The application of wavelet transform for estimating the shape parameter of a Weibull pdf
Vincenzo Niola, Rosario Oliviero, Giuseppe Quaremba · 2005
Abstract:- In this paper a method for the parameter estimation of a Weibull distribution is explained. It is based on the estimates of the cumulative probability function performed by a wavelet method. The estimates, obtained by the application of the proposed method, are compared with the results based on other literature estimators. In particular, it is shown that the estimates are stable also when samples show outliers. Such a method could be utilised in mechanical applications (e.g. transmissions, rolling organs, kinematics couples effort subjected) or time series analysis. Key-Words:- Wavelet analysis, numerical analysis, Weibull distribution, parameter estimation, mechanical lifetime. 1