Template:Weibull parameters rank regression on x: Difference between revisions

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=== Rank Regression on X ===
#REDIRECT [[The Weibull Distribution]]
 
Performing a rank regression on X is similar to the process for rank regression on Y, with the difference being that the ''horizontal'' deviations from the points to the line are minimized rather than the vertical. Again, the first task is to bring the reliability function into a linear form. This step is exactly the same as in the regression on Y analysis and all the equations apply in this case too. The derivation from the previous analysis begins on the least squares fit part, where in this case we treat as the dependent variable and as the independent variable. The best-fitting straight line to the data, for regression on X (see [[Parameter Estimation|Parameter Estimation]]), is the straight line:
 
::<math> x= \hat{a}+\hat{b}y </math>
 
The corresponding equations for <math> \hat{a} </math> and <math> \hat{b} </math> are:
 
::<math> \hat{a}=\overline{x}-\hat{b}\overline{y}=\frac{\sum\limits_{i=1}^{N}x_{i}}{N} -\hat{b}\frac{\sum\limits_{i=1}^{N}y_{i}}{N} </math>
 
and
 
::<math> \hat{b}={\frac{\sum\limits_{i=1}^{N}x_{i}y_{i}-\frac{\sum \limits_{i=1}^{N}x_{i}\sum\limits_{i=1}^{N}y_{i}}{N}}{\sum \limits_{i=1}^{N}y_{i}^{2}-\frac{\left( \sum\limits_{i=1}^{N}y_{i}\right) ^{2}}{N}}} </math>
 
where:
 
::<math> y_{i}=\ln \left\{ -\ln [1-F(t_{i})]\right\} </math> and:
 
<span class="texhtml">''x''<sub>''i''</sub> = ln(''t''<sub>''i''</sub>)</span> and the <span class="texhtml">''F''(''t''<sub>''i''</sub>)</span> values are again obtained from the median ranks.
 
Once <math> \hat{a} </math> and <math> \hat{b} </math> are obtained, solve the linear equation for <span class="texhtml">''y'',</span> which corresponds to:
 
::<math> y=-\frac{\hat{a}}{\hat{b}}+\frac{1}{\hat{b}}x </math> Solving for the parameters from above equations, we get:
 
::<math> a=-\frac{\hat{a}}{\hat{b}}=-\beta \ln (\eta )</math>
 
and
 
::<math> b=\frac{1}{\hat{b}}=\beta</math>
 
The correlation coefficient is evaluated as before.
 
 
'''Example 4: '''
{{Example: 2P Weibull Distribution RRX}}

Latest revision as of 08:41, 8 August 2012

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