topic Re: correlation coefficient (Rho) in weibull distribution in Discussions

correlation coefficient (Rho) in weibull distribution

taoc — Thu, 08 Jun 2023 16:38:28 GMT

Hi, how can i get the correlation coefficient (Rho) in Weibull distribution from JMP?

by Life distribution i JMP, i can get Alpha and Beta which corresponding to value b, n in picture below.

here is the definition of

Correlation Coefficient
The correlation coefficient, usually denoted by ρ (Rho), is a measure of how well the linear regression model (the probability line) fits the data. In the case of life data analysis, it is a measure of the strength of the linear relation (correlation) between the median ranks and the data. The population correlation coefficient is defined as follows:

and here is from JMP: https://www.jmp.com/en_us/statistics-knowledge-portal/what-is-correlation/correlation-coefficient.html.

Re: correlation coefficient (Rho) in weibull distribution

MRB3855 — Mon, 06 Feb 2023 09:55:06 GMT

In your pic, it is rho (bottom left corner) = 0.9537. It can be calculated via rank regression.

https://reliawiki.org/index.php/Parameter_Estimation

Re: correlation coefficient (Rho) in weibull distribution

Mark_Bailey — Mon, 06 Feb 2023 16:40:42 GMT

Linear and median regression techniques for estimating the Weibull parameters are older methods based on the tools that were available at the time. Maximum likelihood estimates are now considered to be better. As such, there is no correlation coefficient. The likelihood can be used to compare two or more candidate models, but it cannot be used as an absolute criterion.