邓建,古德生,李夕兵.确定可靠性分析Weibull分布参数的概率加权矩法[J].计算力学学报,2004,21(5):609~613 |
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确定可靠性分析Weibull分布参数的概率加权矩法 |
Parameters and quantile estimation for fatigue life distribution using probability weighted moments |
修订日期:2002-12-17 |
DOI:10.7511/jslx20045108 |
中文关键词: 三参数Weibull分布 参数估计 概率加权矩 疲劳寿命 |
英文关键词:three-parameter Weibull distribution,parameter estimation,probability weighted moments,fatigue life |
基金项目:中国博士后科学基金(2002),湖南省优秀博士论文基金(2002)资助项目. |
邓建 古德生 李夕兵 |
中南大学资源与安全工程学院,长沙410083 |
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中文摘要: |
用概率加权矩理论来确定描述可靠性分析中疲劳寿命Weibull分布的参数。推导了Weibull分布参数与样本概率加权矩的关系,给出了计算样本概率加权矩的MATLAB语言程序片段。根据疲劳寿命的样本值,计算各阶样本概率加权矩,然后估计疲劳寿命分布的参数。蒙特卡罗模拟的结果和应用实例表明,概率加权矩法计算结果精度较高,具有理论和实用价值。 |
英文摘要: |
Weibull distribution is a three-parameter distribution that contains normal, exponential and Rayleigh distribution as special cases. It is one of the most common and widely-used distribution in reliability theory, especially in fatigue life estimation. The goal of this paper is to use the method of probability weighted moments for estimating parameters and quantiles of fatigue life distribution (i.e. Weibull distribution) and to describe our MATLAB implementation of the method of probability weighted moments from field sample data. The relationship between sample probability weighted moments and the parameters of Weibull distribution was investigated. Two examples were presented to illustrate the applicability of the method. The results obtained from probability weighted moments were compared with the actual parameters by the method of Monte-Carlo method and with the results obtained by the method of Mean Rank Fitting and the method of Correlation Coefficient. It was demonstrated that the parameters estimated by the method of probability weighted moments are accurate enough to be used in reliability analysis. |
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