MONTE CARLO PIVOTAL CONFIDENCE BOUNDS FOR WEIBULL ANALYSIS, WITH IMPLEMENTATIONS IN R
Journal Title: TEHNOMUS - Year 2011, Vol 18, Issue 1
Abstract
To gain expert insight in the inner workings and pitfalls ofcommercial lifetime analysis software, the authors created an open source alternative with asubset of analysis tools and made it freely available as a package for the R statistical software, called the Weibull Toolkit for R. This articlefocuses on creating pivotal confidence bounds using Monte Carlo simulation for B-lives from a Weibull model. These bounds were suggested by Lawless (ref. [1]) and are recommended for small sample sizes of (nearly) complete databy Abernethy and Fulton(ref. [2], [3]). Fully functional and annotated R code is presented, derived from the toolkit’s codebase. For the latest version of this document, check ref. [4]. For more in-depth treatment of the Weibull analysis with R, check ref. [5]
Authors and Affiliations
Jurgen Symynck, Filip De Bal
Keywords
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