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项目作者： divyat09

项目描述 ：
Parameter estimation of Weibull Distribution
高级语言： Matlab
项目地址: git://github.com/divyat09/Weibull_Data_Fitting.git
创建时间： 2016-05-30T20:53:23Z
项目社区：https://github.com/divyat09/Weibull_Data_Fitting
开源协议：
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Matlab_StatsProject

This is my statistics project under professor Sharmishta Mitra of Indian Institute of Technology Kanpur in 2nd year summers.

Problem Statement

Draw random samples of size 10, 30 and 100 from a generalized exponential distribution and fit these to

  • GE distribution
  • Weibull distribution
  • Lindley distribution
    Do a complete analysis of the estimates obtained in each case

Generating random data

I generated random samples using Inverse Probability Transformation method.

Fitting the Data

I read a couple of research papers to understand how to estimate the Maximum Likelihood Estimator of Weibull distribution and then implemented it using Matlab. Using the random samples I generated in first step, I used MLE method to fit data to Weibull distribution.
Link to the papers I studied

Goodness of Fit

Implementing Chi-Squared test and Mean Square Error tests to determine the goodness of fit.