FPL Statistics Group

Estimation of a left and right truncated (on the Gaussian) bivariate Gaussian-Weibull distribution

Disclaimer of Warranties

Welcome to the left and right truncated (on the Gaussian) bivariate Gaussian-Weibull estimation program.

We also have programs that will handle the following kinds of data:

Documentation for the program can be found in section 3 of USDA Forest Products Laboratory Research Paper xxx --- "Maximum Likelihood Estimation of the Parameters of a Bivariate Gaussian--Weibull Distribution from Machine Stress-Rated Data" (pdf).

As currently written this program can handle at most 6400 bivariate observations. If this is insufficient for your purposes, please contact Steve Verrill at 608-231-9375 or at sverrill@fs.fed.us.

Before proceeding with the analysis you must provide the data file. If you have already done so, you may proceed with the form below.

What is the name of the data file?

What is the name of the results file?
The name should be unique to you to prevent the file from being accidentally overwritten by another user.

Since you will see an html document that presents the results as soon as you execute the program, you may not want an ascii copy. However, we do provide this option.

The ascii file will be written in the pub/data anonymous ftp directory. If a file by the same name already exists in the directory, the new results will be appended to the existing file. Check the anonymous ftp link for directions about retrieving the file.

What is the sample size?
(6400 or fewer)

What are the lower and upper truncation values?

How many trials in the simulation?
(10000 or fewer)

Important The response will not be immediate. Because simulations are being run, there will be a delay before the results appear. An approximate formula for the number of seconds needed to perform the simulations is (n/2) x N/10000 where n is the sample size and N is the number of trials. For example, the time needed to run 10000 trials of samples of size 200 is approximately 100 seconds. Given equal sample sizes, trials for less-truncated data sets (e.g., a .1,.9 data set) take less time to complete than trials for a more-truncated data set (e.g., a .4,.8 data set).

What is the istart value for the random number generator?
(e.g., 6324542)

For further information, please contact Steve Verrill at sverrill@fs.fed.us or 608-231-9375.

Last modified on 9/15/2014.

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