Bayesian computational methods for estimation of q-Weibull distribution
1Department of Mathematics and Computer Science, Faculty of Exact Sciences, University of Bechar, Bechar, 08000, Algeria,
2Laboratory of Mathematics, Djillali Liabes University of Sidi Bel-Abbès, P. O. Box 89, 22000, Sidi Bel-Abbès, Algeria
2Laboratory of Mathematics, Djillali Liabes University of Sidi Bel-Abbès, P. O. Box 89, 22000, Sidi Bel-Abbès, Algeria
Sigma J Eng Nat Sci 2026; 44(2): 1094-1110 DOI: 10.14744/sigma.2026.2030
Abstract
The q-Weibull distribution is a flexible probability distribution that is commonly used in reliability analysis, survival analysis, and extreme value modelling. Obtaining accurate parameter estimates is essential for these applications. This paper investigates several estimation techniques for the q-Weibull distribution, with special emphasis on the Metropolis–Hastings algorithm. Through an extensive simulation study, we evaluate the performance of these methods across different sample sizes. In addition, we apply them to a real dataset to illustrate their practical utility and to highlight situations where the Metropolis–Hastings approach proves particularly advantageous.
Keywords: Bayesian Inference; Metropolis-Hastings Algorithm; MLE; Parameter Estimation; Reliability Analysis; Q-Weibull Distribution
