The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Online Program Home
Abstract Details
Activity Number:
|
419
|
Type:
|
Contributed
|
Date/Time:
|
Tuesday, July 31, 2012 : 2:00 PM to 3:50 PM
|
Sponsor:
|
Section on Physical and Engineering Sciences
|
Abstract - #304713 |
Title:
|
Asymptotically Efficient Estimation of a Bivariate Gaussian-Weibull Distribution and an Introduction to the Associated Pseudo-Truncated Weibull
|
Author(s):
|
Steve Verrill*+ and James Evans and David Kretschmann and Cherilyn Hatfield
|
Companies:
|
USDA Forest Products Laboratory and USDA Forest Products Laboratory and USDA Forest Products Laboratory and USDA Forest Products Laboratory
|
Address:
|
1 Gifford Pinchot Drive, Madison, WI, 53726, United States
|
Keywords:
|
reliabilty ;
Gaussian copula ;
one-step Newton estimator ;
square root n consistent estimator ;
modulus of rupture ;
modulus of elasticity
|
Abstract:
|
Motivated by wood product reliability issues, we define a bivariate Gaussian-Weibull, obtain asymptotically efficient estimates of its parameters, establish their asymptotic normality, discuss simulations that investigated the small sample properties of these estimators, and describe a web-based program that fits the distribution and obtains both asymptotic and simulation-based confidence bounds on its parameters. We also introduce the related pseudo-truncated Weibull distribution. This distribution arises when wood stiffness and wood strength have a bivariate Gaussian-Weibull distribution, and (as in "machine stress rating") wood is binned based on its stiffness.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2012 program
|
2012 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.