--- title: "Modified Weibull Distribution (MWD)" # author: "Fatih Kızılaslan" # date: "`r format(Sys.time(), '%B %d, %Y')`" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Modified Weibull Distribution (MWD)} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ## MWD Distribution The modified Weibull distribution (MWD), introduced by [Lai et al. (2003)](https://doi.org/10.1109/TR.2002.805788), which has been widely used in reliability and survival analysis. A random variable $X$ is said to follow a modified Weibull distribution if its cumulative distribution function $F(x)$ and probability density function $f(x)$ are given by $$F(x) = 1- \exp \big( -a x^b e^{\lambda x} \big),$$ and $$f(x) = a (b + \lambda x) x^{b-1} e^{\lambda x} \exp \big( -a x^b e^{\lambda x} \big),$$ where $x>0$, $a>0$ is the scale parameter, $b \ge 0$ is a shape parameter, and $\lambda \ge 0$ is an acceleration or flexibility parameter that controls how quickly the hazard grows over time. Then, the hazard function is $$ h(x) = a (b + \lambda x) x^{b-1} e^{\lambda x}. $$ When $\lambda=0$, it reduces to the two-parameter Weibull distribution with $F(x) = 1- \exp(-a x^b)$. When $b=0$, it reduces to a type I extreme-value (or log-gamma) distribution with $F(x) = 1- \exp(-a e^{\lambda x} )$. ## References Lai, C. D., Xie, M., & Murthy, D. N. P. (2003). *A modified Weibull distribution.* IEEE Transactions on Reliability, 52(1), 33–37. [doi.org/10.1109/TR.2002.805788](https://doi.org/10.1109/TR.2002.805788)