Asymptotically efficient estimation of a bivariate Gaussian–Weibull distribution and an introduction to the associated pseudotruncated Weibull

Abstract

Two important wood properties are stiffness (modulus of elasticity or MOE) and bending strength (modulus of rupture or MOR). In the past, MOE has often been modeled as a Gaussian and MOR as a lognormal or a two- or three-parameter Weibull. It is well-known that MOE and MOR are positively correlated. To model the simultaneous behavior of MOE and MOR for the purposes of wood system reliability calculations, we introduce a bivariate Gaussian–Weibull distribution and the associated pseudo-truncated Weibull. We use asymptotically efficient likelihood methods to obtain an estimator of the parameter vector of the bivariate Gaussian--Weibull, and then obtain the asymptotic distribution of this estimator.

Citation

Verrill, Steve P.; Evans, James W.; Kretschmann, David E.; Hatfield, Cherilyn A. 2012. Asymptotically efficient estimation of a bivariate Gaussian–Weibull distribution and an introduction to the associated pseudotruncated Weibull. Research Paper FPL-RP-666. Madison, WI: U.S. Department of Agriculture, Forest Service, Forest Products Laboratory. 76 p.