Example: The Effect of Beta on the Weibull pdf
Jump to navigation
Jump to search
The following Figure shows the effect of different values of the shape parameter, β, on the shape of the [math]\displaystyle{ pdf }[/math]. One can see that the shape of the can take on a variety of forms based on the value of β.
For [math]\displaystyle{ 0\lt \beta \leq 1 }[/math]:
- As t→0 (or γ), f(t)→∞.
- As t→∞, f(t)→0.
- f(t) decreases monotonically and is convex as increases beyond the value of γ.
- The mode is non-existent.
For β > 1:
- f(t) = 0 at (or γ).
- f(t) increases as [math]\displaystyle{ t\rightarrow \tilde{T} }[/math] (the mode) and decreases thereafter.
- For β < 2.6 the Weibull [math]\displaystyle{ pdf }[/math] is positively skewed (has a right tail), for 2.6 < β < 3.7 its coefficient of skewness approaches zero (no tail). Consequently, it may approximate the normal [math]\displaystyle{ pdf }[/math] , and for β > 3.7 it is negatively skewed (left tail). The way the value of β relates to the physical behavior of the items being modeled becomes more apparent when we observe how its different values affect the reliability and failure rate functions. Note that for β = 0.999, f(0) = ∞, but for β = 1.001, f(0) = 0. This abrupt shift is what complicates MLE estimation when β is close to one.