Robust regression for estimating the Burr XII parameters with outliers

被引:9
作者
Wang, Fu-Kwun [1 ]
Cheng, Yung-Fu [1 ]
机构
[1] Natl Taiwan Univ Sci & Technol, Dept Ind Management, Taipei 106, Taiwan
关键词
Burr XII distribution; robust regression; M-estimator; least squares; maximum likelihood; MAXIMUM-LIKELIHOOD-ESTIMATION; DISTRIBUTIONS; MODEL; SAMPLE;
D O I
10.1080/02664760902906231
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Burr XII distribution offers a more flexible alternative to the lognormal, log-logistic and Weibull distributions. Outliers can occur during reliability life testing. Thus, we need an efficient method to estimate the parameters of the Burr XII distribution for censored data with outliers. The objective of this paper is to present a robust regression (RR) method called M-estimator to estimate the parameters of a two-parameter Burr XII distribution based on the probability plotting procedure for both the complete and multiply-censored data with outliers. The simulation results show that the RR method outperforms the unweighted least squares and maximum likelihood methods in most cases in terms of bias and errors in the root mean square.
引用
收藏
页码:807 / 819
页数:13
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