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Distfun >> Distfun > Weibull > distfun_wblfitmm

distfun_wblfitmm

Weibull parameter estimates with method of moments

Calling Sequence

parmhat = distfun_wblfitmm( data )

Parameters

data :

a matrix of doubles, the data, data>=0

parmhat :

a 1-by-2 matrix of doubles, the parameters of the Weibull distribution. parmhat(1) is a, parmhat(2) is b.

Description

Estimates the parameters of the Weibull distribution with method of moments. In other words, finds the parameters so that the mean and variance of the distribution are equal to the empirical mean and empirical variance of the data.

The implementation is based on the fact that the coefficient of variation of the Weibull distribution only depends on b. The algorithm first searches for b, using a zero solver. Then the parameter a is computed depending on b.

Examples

// Samples from Weibull distribution with
// a=5432 and b=3.21
data = [
3303.
3172.
2473.
5602.
3109.
4415.
6471.
5952.
3945.
3534.
]
parmhat = distfun_wblfitmm(data)
a=parmhat(1);
b=parmhat(2);
// Compare the (mean,variance) of the
// distribution against the data :
// must be equal.
[M,V]=distfun_wblstat(a,b)
M_data=mean(data)
V_data=variance(data)

Authors


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