Development of a Computer Program to Estimate Parameters of Distributions Useful for Reliability Analysis  

Oleh:

Seo, YunAm ; Lee, Young-Saeng ; Park, Jeong-Soo

Jenis: Article from Proceeding
Dalam koleksi: Asian Network for Quality (ANQ) Congress 2011, Ho Chi Minh City, Vietnam, 27-30 September 2011, page 1-7.
Topik: Extreme Value Distribution; Hydrologic Risk; L-Moment Estimation; Maximum Likelihood Estimation; Reliability Analysis; Statistical Distributions
Fulltext: KSQM14.YunAm, SEO_Fullpaper.pdf (285.93KB)

Isi artikel

This paper describes the development of a computer program which can estimate parameters of several distributions (Wakeby, several Kappas, Generalized extreme value and Gumbel distributions) useful for reliability analysis (Hosking, JRM,Wallis J.R.,1997). Some main points for developing the program are as follows. Firstly, maximum likelihood estimation, method of moment estimation and L-moment estimation are used to compute parameters. Secondly, Fortran's DLL (Dynamic Link Library) is used for improving the calculation time. Thirdly, we adapt a GUI (Graphical User Interface) program for the use of convenience based on visual basic language. Finally, the main functions are combined with the estimation of parameters, goodness of fit test, calculation of P-value and quantile and graph of probability density function (pdf).

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