Discrimination between the lognormal and Weibull Distributions by using multiple linear regression

In reliability analysis, both the Weibull and the lognormal distributions are analyzed by using the observed data logarithms. While the Weibull data logarithm presents skewness, the lognormal data logarithm is symmetrical. This paper presents a method to discriminate between both distributions based...

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Bibliographic Details
Authors: Ortiz-Yañez, Jesus Francisco, Piña Monarrez, Manuel Román
Format: article
Status:Published version
Publication Date:2018
Country:Colombia
Institution:Universidad Nacional de Colombia
Repository:Repositorio UN
Language:Spanish
OAI Identifier:oai:repositorio.unal.edu.co:unal/68502
Online Access:https://repositorio.unal.edu.co/handle/unal/68502
http://bdigital.unal.edu.co/69535/
Access Level:Open access
Keyword:62 Ingeniería y operaciones afines / Engineering
Weibull distribution
lognormal distribution
discrimination process
multiple linear regression
Gumbel distribution
distribución Weibull
distribución lognormal
proceso de discriminación
regresión lineal múltiple
distribución Gumbel
Description
Summary:In reliability analysis, both the Weibull and the lognormal distributions are analyzed by using the observed data logarithms. While the Weibull data logarithm presents skewness, the lognormal data logarithm is symmetrical. This paper presents a method to discriminate between both distributions based on: 1) the coefficients of variation (CV), 2) the standard deviation of the data logarithms, 3) the percentile position of the mean of the data logarithm and 4) the cumulated logarithm dispersion before and after the mean. The efficiency of the proposed method is based on the fact that the ratio of the lognormal (b1ln) and Weibull (b1w) regression coefficients (slopes) b1ln/b1w efficiently represents the skew behavior. Thus, since the ratio of the lognormal (Rln) and Weibull (Rw) correlation coefficients Rln/Rw (for a fixed sample size) depends only on the b1ln/b1w ratio, then the multiple correlation coefficient R2 is used as the index to discriminate between both distributions. An application and the impact that a wrong selection has on R(t) are given also.