Distribution properties and estimation of the ratio of independent Weibull random variables |
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Authors: | Saralees Nadarajah |
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Institution: | 1. School of Mathematics, University of Manchester, Manchester, M13 9PL, UK
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Abstract: | The important problem of the ratio of Weibull random variables is considered. Two motivating examples from engineering are
discussed. Exact expressions are derived for the probability density function, cumulative distribution function, hazard rate
function, shape characteristics, moments, factorial moments, skewness, kurtosis and percentiles of the ratio. Estimation procedures
by the methods of moments and maximum likelihood are provided. The performances of the estimates from these methods are compared
by simulation. Finally, an application is discussed for aspect and performance ratios of systems. |
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Keywords: | |
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