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A Generalization of the Weibull Distribution with

Application to the Analysis of Survival Data
a b c
Govind S. Mudholkar , Deo Kumar Srivastava & Georgia D. Kollia
a
University of Rochester, NY, 14627
b
Department of Biostatistics, St. Jude Children's Research Hospital, Memphis, TN, 38105
c
Bristol-Myers Squibb, Princeton, NJ, 08540

To cite this article: Govind S. Mudholkar , Deo Kumar Srivastava & Georgia D. Kollia (1996): A Generalization of the Weibull
Distribution with Application to the Analysis of Survival Data, Journal of the American Statistical Association, 91:436, 1575-1583

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 A Generalization of the Wei bull Distribution With
Application to the Analysis of Survival Data
Govind S. MUDHOLKAR, Deo Kumar SRIVASTAVA, and Georgia D. KOLLIA

The Weibull distribution, which is frequently used for modeling survival data, is embedded in a larger family obtained by introducing
an additional shape parameter. This generalized family not only contains distributions with unimodal and bathtub hazard shapes,
but also allows for a broader class of monotone hazard rates. Furthermore, the distributions in this family are analytically tractable
and computationally manageable. The modeling and analysis of survival data using this family is discussed and illustrated in terms
of a lifetime dataset and the results of a two-arm clinical trial.
KEY WORDS: Bathtub and unimodal hazard rates; Proportional hazards; Total time on test transform.

1. INTRODUCTION and fitting, especially in the presence of censoring, which

The Weibull family is commonly used in statistical anal-
ysis of lifetime or response time data from reliability ex-
periments and survival studies. It is generally adequate for
modeling monotone hazard rates, and large data are needed
to discriminate it from other monotone hazard rate models
such as gamma. However, the Weibull family is inappropri-
ate when the failure rate is indicated to be unimodal or bath-
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may involve an evaluation of an incomplete gamma integral
or a beta ratio (see Kalbfleisch and Prentice 1980, pp. 26
and 63).
In this article we present an extension of the Weibull
family that contains distributions with unimodal and bath-
tub hazard rates and also yields a broader class of mono-
tone failure rates. In Section 2 we present the generalized
Weibull family and discuss various types of hazard func-

tub shaped. To avoid the model validity issues, the nonpara-

tions it contains. We also propose and illustrate the use
metric approach, supported by the well-developed Kaplan-
of empirical total-time-on-test (TTT) transform as a device
Meier product limit estimator and related techniques, is of-
for -identifying the shape of the hazard function. In Section
ten regarded as the preferred course. However, this alterna-
3 we discuss estimation and testing of the model param-
tive is often inefficient, as noted by Miller (1983) (see also
eters using likelihood methods. We present an application
Efron 1988). The pros and cons of different parametric and
of the model to the two-arm clinical trial, considered by
nonparametric models and methodology for statistical in-
Efron (1988), in Section 4. In Section 5 we consider the
ference can be found in the work of Cox and Oakes (1984), case of a bathtub-shaped hazard rate in which the gener-
Kalbfleisch and Prentice (1980), and Lawless (1982). alized Weibull model is nonregular. For this, we suggest a
An approach to the construction of flexible parametric reparameterization of the model followed by an alternative
models is to embed appropriate competing models into a method of analysis and illustrate this using data considered
larger model by adding a shape parameter (see Kalbfleisch by Aarset (1987). In Section 6 we end with some conclu-
and Prentice 1980). This embedding approach not only pro- sions.
vides a broader range of hazard shapes, but also allows, as
Farewell and Prentice (1977, p. 69) observed, "the methods 2. THE FAMILY AND ITS HAZARD FUNCTION
of ordinary parametric inference to be used for discrimina-
2.1 The Generalized Weibull Family
tion and leads to an assessment of each competing model
relative to a more comprehensive one." The aforementioned The generalized Weibull family of distributions, in terms
generalized models are theoretically convenient for infer- of its quantile function, is given by
ences such as goodness of fit but less so for modeling
Q(u) = a [1-(1A- U),r A # 0,
Govind S. Mudholkar is Professor of Statistics and Biostatistics, Univer-
sity of Rochester, NY 14627. Deo Kumar Srivastava is Assistant Mem- = a[-log(1 - u)]'" A = 0, (1)
ber, Department of Biostatistics, St. Jude Children's Research Hospital,
Memphis, TN 38105. Georgia D. Kollia is Biostatistician, Bristol-Myers
Squibb, Princeton, NJ 08540. The research work of Deo Kumar Srivas- where 0:, a > 0 and A is real.
tava was in part supported by National Cancer Institute grant CA 21765 Inverting the quantile function (1), the distribution func-
and by the American Lebanese Syrian Associated Charities. The work of tion of the generalized Weibull distribution is seen to be
Georgia D. Kollia was partly supported by National Cancer Institute grant
CA 09168 while she was at the University of Washington in Seattle. The
authors acknowledge with thanks the numerous and valuable comments (2)
and suggestions of the two referees and the associate editor. The authors
also thank M. Sibuya for some helpful discussions. The range of the generalized Weibull random variable y in
This work is dedicated to W. Allen Wallis, Professor Emeritus of Statis-
(2) is (0, (0) for A :::; 0 and (0, a/A"') for A > O. (For a
tics and Economics, University of Rochester, for his services to the disci-
pline of statistics and the cause of scholarship. His numerous contributions,
especially the leadership in organizing various departments of statistics, in- © 1996 American Statistical Association
cluding those at the University of Rochester and the University of Chicago, Journal of the American Statistical Association
are thankfully acknowledged. December 1996, Vol. 91, No. 436, Theory and Methods

1575
 1576
general discussion and some properties of the family see
Mudholkar and Kollia 1994.)
The quantile function 0), as in the Box-Cox (Box and
Cox 1964) transform, gives the quantile function of the
well-known Weibull family in the limit as >. ~ O. For>. > 0,
the quantile function is that of a power of beta variable.
For>. < 0 and a = 1, the family (2) includes some of Pren-
tice's generalized F distributions. It also overlaps with some
transforms of the HP family of distributions presented by
Harrington and Fleming (982). Most important, for>. :-::; 0
and a > 0, the family coincides with that of Burr type XII
distributions (Burr 1942), which is included in the scope of
Interactive Screening of Models (ISMOD) an all-subsets re-
gression program for generalized linear models of Lawless
and Singhal (987).
2.2 The Hazard Function
It is easy to verify that the hazard function of the gener-
alized Weibull family is
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(y/a)(1/o.)-l
(3)
h(y) = aa(l _ >.(y/a)l/o.) .
The interesting feature of the hazard function (3) is that
it assumes four different shapes in the four regions of the
plane divided by the lines a = 1 and>. = O. The nature
of hazard functions in the generalized Weibull family is
summarized in the following theorem, the proof of which
appears in Appendix A. A selection of the typical hazard
shapes available in the family is presented in Figure 1.
Theorem 1. For the generalized Weibull family (2), the
hazard function h(y) is (a) bathtub shaped for a > 1 and
x > 0, (b) monotone decreasing for a ;:::: 1 and x :-: ; 0, (c)
a a bathtub hazard shape for Aarset's dataset.
Bathtub Failure Rate
(0.1)
Unimodal Failure Rate ~
~ IFR
Figure 1. Typical Hazard Shapes of the Generalized Weibull Distri-
butions for (a, >.) Over the Four Quadrants.
Journal of the American Statistical Association, December 1996
unimodal for a < 1 and>. < 0, (d) monotone increasing for
a :-::; 1 and >. ;:::: 0, and (e) constant for a = 1 and>. = O.
2.3 Scaled TTT Transforms
The sign of >., in conjunction with a, determines the haz-
ard shape of a member of the generalized Weibull family.
For>. :-::; 0, the distribution is regular; for>. > 0, it is nonreg-
ular. Therefore, an approximate determination of the sign
of >. is useful for analysis of the data. A device called the
scaled TIT transform and its empirical version are relevant
in this context.
For a family with the survival function S(y) = 1- F(y),
the scaled TIT transform, with Hi1(u) = J:-1(u) S(y) dy
defined for 0 < u < 1, is ¢p(u) = Hi 1(u)/Hi 1(1). The
empirical version of the scaled TIT transform is given
by ¢n(r/n) = H;;1(r/n)/H;;1(1) = [(L:~=l Yi:n) + (n-
r)Yr:nl/(L:~=lYi), where r = 1, ... ,n and Yi:n, i = 1, ... , n
represent the order statistics of the sample. Aarset (987)
showed that the scaled TTT transform is convex (concave)
if the hazard rate is decreasing (increasing), and for bathtub
(unimodal) hazard rates, the scaled TIT transform is first
convex (concave) and then concave (convex). Hence, from
Theorem 1 and the foregoing discussion, the sign of >. is
negative (positive) if the scaled TIT transform is convex
(concave), or first concave (convex) and then convex (con-
cave). In the presence of light censoring, one can ignore the
censoring in determining the sign of the initial guess >'0.
The use of this device to determine the hazard shapes is
illustrated in Figure 3, presented in Section 5. This figure
gives the empirical scaled TIT transforms, after ignoring
the censoring, of the datasets considered by Efron (1988)
appearing in Section 4, and by Aarset (987) considered in
Section 5. The empirical scaled TIT transforms in Figure
3 indicate a unimodal hazard shape for Efron's dataset and
3. PARAMETRIC INFERENCE: REGULAR CASE
3.1 Maximum Likelihood Estimation
The analysis of survival data modeled by the generalized
Weibull family (2) for the regular case (i.e, a > 0 and >. < O)
can be performed using parametric methods that are now
well established and reasonably well understood. We dis-
cuss the nonregular case in Section 5. For the regular case,
the methods for fitting models by estimation, testing para-
metric hypotheses and comparing models corresponding to
different populations are generally based on the appropriate
likelihoods and the associated large-sample theory.
Let us assume availability of one or two sets of right-
censored lifetime data without covariates. A typical set of
this kind consists of observations Xi = min(Ti , Ci ) , i =
1,2, ... , n, on n units in a survival trial. Here T i and C,
represent the failure and the censoring times of the ith unit.
The log-likelihood function for these data, in the framework
of the generalized Weibull family, can be written as
 Mudholkar, Srivastava, and Kollia: The Weibull Distribution and Survival Data 1577

1(0) = -d log a - d log a
+ (~-1) Llog(xi/a) - Llogg(xi)
u u
1 n
+ >: Llogg(xi),
i=1
where 0 = (a, >., a)', E u denotes the summation over the
uncensored observations, d is the total number of uncen-
sored observations, and g(Xi) = g(xi;a, >., a) = (1-
>.(xi/a)1/D.). The parameters a, >., and a can be estimated
by maximizing 1(0); that is, solving the likelihood equations
obtained by differentiating 1(0) with respect to a, >., and a.
Let iJ = (0:,5., a)' denote the maximum likelihood esti-
mates of 0 = (a, >., CT)'; then asymptotically, as n ~ 00,
(5) combination of techniques of quantal response analysis and
where N 3 denotes the trivariate normal distribution and i(O)
is the Fisher information matrix. The asymptotic result re-
mains valid if i(O) is replaced by a consistent estimate i(iJ)
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equations needed for parametric estimation and testing of
the hypotheses, including that for comparison of two arms,
H o: 0 1 = O2 , can be easily obtained from the likelihood
function given in (4).
(4) 4. A UNIMODAL HAZARD EXAMPLE
4.1 Modeling Head and Neck Cancer Data
We now illustrate some of the ideas and methodology of
parametric inference for the generalized Weibull model for
the regular case as outlined in the previous section, using
the data from a two-arm clinical trial considered earlier
by Efron (1988). Efron observed that the empirical hazard
functions for both samples start near 0, suggesting an initial
high-risk period in the beginning, a decline for a while,
and then stabilization after about 1 year. He developed and
illustrated a methodology for analyzing the data using a
the spline regression methods.
Specifically, Efron's data from a head and neck cancer
clinical trial consist of survival times of 51 patients in arm A
who were given radiation therapy and 45 patients in arm B

or, more simply, by the (3 x 3) sample information matrix

who were given radiation plus chemotherapy. Nine patients
given by
in arm A and 14 patients in arm B were lost to follow-up
and were regarded as censored. The data from Efron (1988)
(6) are reproduced in Table 1. Efron discretized the data into a
number of intervals, as shown in Table 2, and estimated the
The asymptotic distribution of the maximum likelihood hazard function for each discretized interval using logistic
estimates of 0 given by (5) may be used to construct ap- regression.
proximate confidence intervals and confidence regions for Using an iterative algorithm and the likelihood method
the individual parameters, for the hazard functions, or for discussed in Section 3, we fit the generalized Weibull mod-
survival functions. To test the variety of parametric hy- els with parameters 0 1 = (a1, >'1, ad' and O2 = (a2,>'2,a2)'
potheses encountered in data analysis, we may use any of to arms A and B. The initial values required for the iter-
the three well-known (Kalbfleisch and Prentice 1980; Rao ations are taken as 0 10 = (a1O = .82, >'10 = -.01, a10 =
1973) asymptotically equivalent test statistics: the likeli- 9.62) for arm A and 0 20 = (a20 = .80, >'20 = -.01, a20 =
hood ratio, Wald statistic, and score statistic. These are also 11.77), where a10 = ch, a20 = (h, a10 = 0- 1 , and CT20 = 0- 2
useful for testing goodness-of-fit hypotheses such as H o: are obtained using Equations (A.7) and (A.8) in Appendix
>. = a and He: >. = 0, a = 1, which postulate the Weibull B. The initial guesses for >. for both the arms are taken to
and exponential models. be a small negative value, because the empirical scaled TIT
transform plots, given in Figure 3, suggested unimodal haz-
3.2 Proportional Hazards Model ard rates. With number of iterations arbitrarily set at 100,
It is easy to verify that the family (2) is closed under the routines converged to the following values of the pa-
proportional hazards relationship. That is, for any TJ > a rameters:
and S(O) = 1 - F(O) in the family (2), [S(O)]'7 is also
a member of (2). Hence modeling a two-arm clinical trial
0: 1 = .469826, 5. 1 = -2.152236,
using the survival function S(0) from family (2) for one arm
and
and [S(O)]'7 for the other arm is parsimonious as it involves
only four parameters instead of the six needed if the two al = 5.988068 for arm A (7)
arms were modeled separately. The appropriateness of the
proportional hazards assumption can be checked by testing and
the hypothesis H o: TJ = 1, as illustrated in Section 4.4. Also,
the test for H o: >. = a provides a goodness-of-fit test for 0: 2 = .222806, 5. 2 = -9.387811,
the Weibull submodels for the two datasets together.
If the proportional hazards model is inappropriate for the and
data, then the two arms can be modeled separately by gener-
alized Weibull survival functions S(Or) and S(02) involv- a2 = 4.867750 for arm B. (8)
ing parameters (Jl = (al,>'I,ar)' and O2 = (a2,>'2,a2)'.
Because the two samples are independent, the likelihood of The plots of the hazard functions h(y), given by (3), corre-
the six parameters is the obvious product. The likelihood sponding to these models are presented in Figure 2.
 1578
Table 1. Survival Times in Days, From a Two-Arm Clinical
Trial Considered by Efron (1988)
Arm A: 7, 34, 42, 63, 64, 74+, 83, 84, 91,108, 11:!, 129, 133, 133, 139,
140,140,146,149,154,157,160,160,165,173,176,185+, 218, 225,
241,248,273,277,279+,297,319+,405,417,420,440, 523, 523+,
583,594,1101,1116+,1146,1226+,1349+,14"2+,1417.
Arm B: 37, 84, 92, 94, 110, 112, 119, 127, 130, 133, 140, 146, 155,
159,169+,173,179,194,195,209,249,281, 3HI, 339, 432, 469, 519,
528+,547+,613+,633,725,759+,817,1092+,1245+,1331 +,1557,
1642+,1771 +,1776,1897+,2023+,2146+, 22S'7+.
NOTE: + indicates censoring.
4.2 Model Adequacy
The assessment of model adequacy requires the expected
number of deaths for each of the class intervals presented
in Table 2. These are obtained by considering intervals of
length 1 month, calculating the expected number of deaths
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in the ith month interval as tuju, where ni is the number at
risk at the beginning and hi is the hazard at the midpoint
of the ith month interval, aad summing them over all the
month intervals included in the interval. Efron (1988) com-
bined the month intervals so as to have roughly 50 person-
month observations in each class interval. We also group
the intervals in a similar fashion, as in Table 2, for the re-
sults to be comparable. For example, the fifth interval of
4--6 months in Table 2 corresponding to aim A indicates 72
patients at risk, which is the sum of 40 and 32 patients at
risk at the beginning of intervals 4-5 and 5--6.
The goodness of fit of the models corresponding to the
estimates given in (7) and (8) for arms A and B can then be
NOTE: The chi-squared value lor lesllng lhe overall goodness of fl: for the proportional hazards model is 26.82, which for 22 df gives a p value of 21.8%.
Journal of the American Statistical Association, December 1996
ascertained by means of signed deviance residuals,
discussed by McCullagh and Nelder (1983) and used by
Efron (1988). The symbols N j, Sj and ej = E nJ/,i (sum is
over the jth time period) represent the number of patients
at risk at the beginning of the jth period, the number of ob-
served deaths in the jth period, and the number of expected
deaths in the jth period. A summary of the results of the
goodness of fit of the models appears in Table 2.
The quality of the fit of the models for the two arms
can be evaluated using the signed deviance residuals chi-
squared p values. Thus for the arm A, using the same dis-
cretization as Efron, we observe a X 2 of 13.5137 with 10 df
and significance probability of 19.65%. This may be con-
sidered more satisfactory in comparison with the p values
of 1.4% and 3.2% for the simpler linear and cubic fits, and
essentially equivalent to the p value of 20% for the less
convenient cubic-linear spline fit of Efron (1988). For arm
B, we discretized the data as given in Table 2; the calcu-
lations yielded a chi-squared value of 14.8750, which for
12 df gives a significance probability of 24.8%. This again
demonstrates that a three-parameter generalized Weibull
model with parameter estimates given in (8) provides a good
fit for the arm B data.
4.3 Weibull Goodness of Fit
As suggested in the previous section, we can test the ade-
quacy of the Weibull models for the arm A and arm B data
 Mudholkar, Srivastava, and Kollia: The Weibull Distribution and Survival Data 1579

'<t
~
where nl, UA and n2, UB denote the number of observations
a and sum over uncensored observations in arms A and B and
d 2 represents the number of uncensored observations in arm
~
a B. The likelihood equations for estimating the parameters
can be very easily obtained from (10). With an initial guess
a
~ as ao = .4, AO = -5,0'0 = 5, and TJo = .5, we obtained the
a maximum likelihood estimates as
CD
a
a & = .375675, 5. = -3.014134, a = 5.198953,
s
J::
/IV\\
l!l
a
' \'\ and
\
\~
i) = .579333. (11)
sa ;1 -,
if

N
a
11
;"1
~
..., - 4.5 Goodness of Fit and Equivalence of the Two Arms
a --~------- .. _----~- -- - From the estimates obtained in (11), we can test the good-
ness of fit for the two arms separately. For arm A using the
a
a estimates of 0:, A, and a as obtained in (11), we obtain chi-
squared value of 12.9546, which for 10 df gives a p value of
o 10 20 30 40 22.59%. A similar exercise for the arm B data with the es-
Months
timates given in (11) yields a chi-squared value of 9.21337,
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which for 11 df gives a p value of 60.25%. A goodness-of-

Figure 2. Fitted Hazard Functions (the Generalized Weibull Fits as
Obtained in Sec. 4) for the Two Arms Separately and Assuming Pro-
portional Hazards. I, arm A separately; II, arm B separately; 1/1, arm A
proportional hazard; IV. arm B proportional hazard.
given in Table 1 by testing the composite hypothesis He:
A=O.
For arm A, the value of the likelihood ratio statistic,
2[l(8) - l(oo)], is 66.6134. The asymptotic distribution of
the statistic is chi-squared with 1 df, which gives a p value
~ O. A similar calculation for arm B yields the value of
likelihood ratio statistic to be 128.123; once again using a
chi-squared distribution with 1 df gives a p value ~ O.
On the basis of the foregoing results, the Weibull model
can be decisively rejected for both arms.
4.4 Proportional Hazards
Let us now consider modeling arm A using the gen-
eralized Weibull distribution with the survival function
fit test for proportional hazards can be performed by stack-
ing the datasets for the two arms. Using (10) and following
through the calculations, we get an observed chi-squared
value of equal to 26.8164 for 28 classes with 4 parameters
to be estimated, which gives a p value of 31.31 %. This pro-
vides strong evidence for concluding that the proportional
hazards model is appropriate for modeling the data in arms
A and B.
It is interesting to note that a considerable improvement
in the fit of arm B is achieved by using the proportional
hazards model, and some improvement is noticed in the
arm A fit as well. This may be due to the fact that using
the proportional hazards model for arm A provides more
information about arm B and vice-versa.
The two arms of the study can be compared by test-
ing the composite hypothesis H o: 0 1 = O2 (i.e, H o: 0:1 =
a2, Al = A2,al = 0'2) by using, for example, Wald-type
I" l A
I" "
statistic (01 - O2 )' [11 (od + 12 (02 ) ]- (01 - O2 ) , for the
A "

8(a, A, a) = 1 - Fi«, A, a), where F is given by (2), in- separate fits given by (7) and (8). The observed value of the
volving parameter 0 = (a, A, a), and modeling arm B by the chi-square associated with Wald-type statistic is 11.6746,
survival function [8(a, A, 0')]'7. The four parameters 0:, A, a, which gives a p value of .0086. The equivalence of the two
and TJ can also be estimated by the method of maximum arms in the proportional hazards model (i.e., the null hy-
likelihood. Because the data corresponding to the two arms pothesis Hi: TJ = 1) may be tested using, for example, the
are independent, the joint log-likelihood under proportional likelihood ratio statistic. The associated value of the chi-
hazards assumption, (lpr.hz), is just the sum of the individ- square in this case is 5.3301 with a p value of .021. Hence
uallog-likelihoods for the two arms separately, as follows: we can conclude that the hypothesis of equality of two arms
can be rejected.
lpr.hz = 2)og h(Xi; a, A, a)
UA 5. BATHTUB AND INCREASING HAZARD RATES
nl
5.1 The Nonregular Case
+ 2)og[1-F(Xi;0:,>.,a)] +d2 log TJ
i=l The hazard rates of the generalized Weibull distributions
are increasing when A > 0, a < 1, and are bathtub shaped
+ 2)og h(Xi; a, A, a) when A > 0, a > 1. Because bathtub hazard rate data are
UB
n2
often encountered in practice, a variety of distributions for
+ TJ L log]I - F(Xi; a, A, a)], (10) modeling such data and methods for statistical analysis of
i=l
the models have appeared in the literature. Lawless (1982)
 1580 Journal of the American Statistical Association, December 1996

Table 3. Survival Times for the 50 Dwices Put 5.3 Sampling Distributions and Inference
on Life Test at Time Zero
For the purpose of statistical inference, an understand-
0.1, 0.2, 1.0, 1.0, 1.0, 1.0, 1.0, 2.0, 3.0, 6.0, 7.0, 11.0, 12.0, 18.0, 18.0,
ing of the joint distributions of ¢ = Yn :n and the modified
18.0, 18.0, 18.0, 21.0, 32.0, 36.0, 40.0, 45.0, 46.0, 47.0, 50.0, 55.0, 60.0,
maximum likelihood estimates a and X obtained from (14)
63.0, 63.0, 67.0, 67.0, 67.0, 67.0, 72.0, 75.0, 79.0, 82.0, 82.0, 83.0, 84.0,
is necessary. Note that the joint distribution of 6 = (¢, a, X)'
84.0, 84.0, 85.0, 85.0, 85.0, 85.0, 85.0, 86.0, 86.0
is not trivariate normal and for >. ~ ~, the rate of conver-
gence is not ..;n. It is convenient to describe the joint distri-
and Rajarshi and Rajarshi (1988) have discussed the is- bution in terms of the asymptotic marginal distribution of ¢
sues involving bathtub hazard shape and alternatives such and the asymptotic conditional distribution of (a, X)' given
as weighted least squares and method of moments to max- ¢. These are given in the following theorems; the proofs
imum likelihood estimation. appear in Appendix A.
However, as noted earlier, the generalized Weibull dis- Theorem 2.
tributions are nonregular in the sense that their support a. The marginal distribution of ¢= Y n :n is given by
(0, (J' / >'''') involves the parameters. Hence they share all the
intricacies of the theory of likelihood-based inference for P(¢ ~ t) = [1 - (1 - (tj¢)l/o)l/At.
the nonregular families. In some cases the likelihood may
b. Asymptotically, as n ~ 00,
become unbounded, and consequently maximum likelihood
estimators may not exist, whereas in other cases the max-
imum/likelihood estimators may exist but their asymptotic
distributions mayor may not follow the: classical asymp-
n
A
(* - 1) = -aZ A + Op(n- A) ~ -aZ A in law, (15)

totic theory. An excellent account of the asymptotic theory

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where Z denotes the standard exponential random variable.

of maximum likelihood estimators for nonregular families
has been provided by Smith (1985). Theorem 3. The conditional asymptotic distribution of
(a, X)' given Yn :n , as n ~ 00, of the "modified likelihood"
5.2 Reparameterization and Estimation
(14), is bivariate normal with mean (a, >.)' and the inverse,
Suppose that data consisting of n lifetimes Y1 , Y 2 , ... , Yn i~l, of the Fisher information matrix as the covariance ma-
suggest a bathtub hazard rate, and that we wish to fit a gen- trix. The asymptotic result is valid even if i OA is replaced
eralized Weibull model. For the purpose of statistical infer- by the (2 x 2) sample information matrix I"'A evaluated at
ence, we propose reparameterizing the distribution function a and >..
F(y) in (2) as A confidence interval or test of hypothesis regarding the
parameter ¢, when shape parameters a and >. are known,
F(y) = [1- (1 - (yj¢)l/"')l/A], Y ~ ¢, (12)
can be based on the marginal distribution of ¢ given by
where a and>. are nonnegative and ¢ = (T / >."'. Note that ¢ Theorem 2. Thus for large samples, a (1 - (3) confidence
in (12) is both the scale and threshold parameter and a and interval for ¢ can be obtained from
>. are the shape parameters. The quantile function of (12)
P[C1 ~ ¢j¢ ~ C2 ] = (1 - (3), (16)
is given by
where C 1 = 1 - [(a Df)/n A] and C2 = 1 - [(aD~)/nA]
Q(u) = ¢[1 - (1 - U)A]"'. (13)
and D 1 = -log((3/2) and D 2 = -log(1 - (3/2) are the 1-
To estimate the parameters, one can proceed by first es- (3/2 and (3/2 percentiles of a standard exponential random
timating the threshold parameter ¢ by its natural consistent variable. With sufficiently large samples, the estimates a
estimator ¢ = Yn:n , where Yi:n, i = 1, ... n denote the or- and X may be used in place of a and >., if the latter are
der statistics of a sample of size n from (12). The "modified unknown. Obviously, (16) can also be used for testing H o:
log-likelihood" based on (n - 1) observations, after ignor- ¢ = ¢o at level (3.
ing the largest observation and replacing ¢ by its estimator The large-sample distribution of (ii, X)' needed for the
¢ = Yn :n is given by inference regarding the shape parameters a and >. may, in
principle, be obtained by integrating out ¢ from the joint
L = L(a, x, ¢) distribution of (¢, a, X). However, a preferable route sug-
= -(n - 1) log o - (n - 1) log>. - (n - 1) log(Yn :n ) gested by a referee leads to the following theorem, the proof
of which appears in Appendix A.
+ (~ - 1) ~ log(Yi/Y n :n )
Theorem 4. Asymptotically as n ~ 00 the distribution
of (a, X)' is (a) bivariate normal if >. > 1/2, (b) bivariate
+ (± -
1) ~
log(1- (Yi/yn:n)l/",). (14) exponential if >. < 1/2, and (c) a mixture of normal and
exponential if >. = 1/2.
If it is known a priori that>. > 1/2, then Theorem 4 pro-
The estimates of a and >., denoted by a and X, can be vides a very convenient bivariate normal distribution for
obtained by solving the maximum likelihood equations, large-sample inference about a and >.. Otherwise, the situa-
aL/aa = aLIa>. = 0, obtained from (14). tion is complicated. A large-sample joint confidence region
 Mudholkar, Srivastava, and Kollia: The Weibull Distribution and Survival Data
CD
ci
to
ci
'"
ci
o and
ci
0.0 0.2 0.4 0.6 0.8
u
Downloaded by [Purdue University] at 21:56 23 March 2013
Figure 3. Scaled TIT Transforms. Aarset data: I, Empirical; II, fit with
Q = 2.2992,A = 1.9727, and CT = 410.0768. Efron data: III, empirical
arm A; IV, empirical arm B.
for (a, >., ¢) based on a test of the simple hypothesis H o:
(a, >., ¢) = (ao, >'0, ¢o) may then be an appropriate practi-
cal alternative. A test for H o can be constructed using the
well-known classical union-intersection principle, which we
briefly describe here.
To test H o: (¢, a, >.) = (¢o, ao, >'0) involving all three
parameters, at level (3, decompose H o as HOI n H 0 2 , where
HOI: ¢ = ¢o and H 0 2 : (a, >.) = (ao, >'0) and choose (31 and
(32 such that (1 - (3) = (1 - (3t}(1 - (32). Let Al be the
acceptance region of a level (31 test for HOI based on the
marginal distribution given in Theorem 2. Also, let A 2 be
the acceptance region of a level (32 test for H 02 based on
the conditional distribution given in Theorem 3. The two
tests are independent because the two null distributions are
independent. Hence we have
Thus Al n A 2 can be used as an acceptance region of size
(3 for testing the hypothesis H o. Alternatively, the test for
H o may also be conducted by combining the independent
p values of the tests of HOI and H 0 2 (see Mudholkar and
George 1979). Clearly, the set of all (ao, >'0, ¢o) for which
H o is accepted for the observed (ii, X, ¢) is a (1 - (3)100%
confidence region for (a, >., ¢). Some of the foregoing ideas
are illustrated in the following example.
Table 4. Model Adequacy for the Fit (18) to the Aarset Data in Table 3
0-5 5-10
9 2
7.9739 3.1813
1581
5.4 An Illustrative Example
Aarset (1987) used data on lifetimes of 50 devices (given
in Table 3) to illustrate the use of the scaled total-time-on-
test (TIT) transform for identifying nature of the failure
rate.
It is clear from Figure 3 that a bathtub hazard rate model
is appropriate for the data in Table 3. With the estimation
method discussed earlier, we estimate the threshold parame-
ter ¢ by Yn:n = 86.0, the largest observation. It is important
to note that the largest observation 86.0 occurs with mul-
tiplicity 2, and hence the "modified likelihood" consists of
only 48 terms. The estimates of the parameters a and>. are
obtained using the likelihood methods. Thus, in terms of
original parameterization, the estimates are
ii = 2.2992, >. = 1.9727,
a = 410.0768. (18)
1.0
Large-sample confidence intervals (19) for ¢ require con-
stants C, and C2 , which can be obtained from D l and
D 2 the (3/2 and 1 - (3/2 percentiles of the standard ex-
ponential distribution. Thus we get 86.0001 ::; ¢ ::; 87.1714
and 86.003 ¢ s s 86.7734 as approximate 95% and 90%
confidence intervals. However, it seems more reasonable to
construct one-sided confidence intervals, because the lower
bound can be taken as ¢. Hence we have ¢ ::; 86.7734
and ¢ ::; 86.4585 as an approximate 95% and 90t one-
sided confidence intervals for ¢. The corresponding 95%
and 90% confidence intervals for a are a ::; 413.8005 and
s
a 412.2988.
Remark 1. Note that the foregoing confidence intervals
of ¢ are of the form (¢ + a, ¢ + b). They do not include
the point estimate ¢.
To test the goodness of fit of the model, we group the
data as in Table 4, and obtain O, and E, i = 1, ... ,7, the
observed number of failures and their expectations under
the fitted model, by using
for i = 1, ... ,7, (19)
(17)
where n = 50 represents the number of observations,
8(t) = S(t; ii, X, a) = 1 - F(t; ii, X, a), 8(to) = 8(0) = 1,
and ti denotes the upper endpoint of the ith interval.
Table 4 shows that the expected frequencies E 2 and E3
are smaller than 5. Hence we pool the two intervals and
get Pearson's goodness-of-fit chi-squared value with 2 df,
X 2 = 3.2701, with a p value of 19.5%. (See Gore et al.
1986 and Lawless 1982 for similar data and details of the
problems encountered in their analysis.) This adequacy of
Months
10-20 20-35 35-55 55-75 75-86
7 2 7 9 14
4.7552 5.8680 7.4568 8.9837 11.7811
 1582 Journal of the American Statistical Association, December 1996

fit is also reflected in the empirical and fitted scaled TTT Proof of Theorem 4
transforms given in Figure 3.
Let 80 = (ao,>"o)',jj (0,>.)', and (J = (a,>..)'. Also, let
6. CONCLUSIONS
L = Lia, >.., ¢) be the log-likelihood function in (14) centered at
¢, let G(8,4» = (8/80)L, and let H((J,4» = (8 2/802)L be the
The generalized Weibull family as presented in (2) can 2 x 2 Hessian matrix. Then by the definition of jj we have
be used effectively in the analysis of survival data. The
G(jj,¢) = O. (A2)
family is versatile, accomodating monotone, unimodal, and
bathtub-shaped hazard functions. The empirical scaled TTT Now expanding (A2) about (Jo we get
transform can be used to identify the shape of the haz-
ard function. The family has closed-form expressions for
o =G(Oo, 4» + H(Oo, ¢)(jj - ( 0 ) + op(l/vn). (A3)

the distribution functions and the hazard functions, and is Assuming that n is large enough so that ¢ can be replaced by cPo
closed under proportional hazards modeling. Because of its in H(Oo, ¢), we get
analytic tractability, the likelihood-based inference in the 0= G(Oo, ¢) + H(Oo, cPo)(jj - (Jo) + op(l/vn). (A4)
regular case and an alternative method based on a "modi-
fied likelihood" can be easily implemented. Then, rearranging the terms and multiplying by vn, it follows
that
APPENDIX A: PROOFS
vn(jj - ( 0 ) = -vnH-1(Oo, cPo)G(Oo, ¢) + 01'(1). (A5)
Proof of Theorem 1 Now expanding G(Oo, ¢) around cPo, we have
The theorem can be established either by analyzing the haz-
ard quantile function h(Q(u)) = f(Q(u))/(1 - u), or by directly
vn(jj - (0) = -vnH-1(Oo,cPo)G(Oo,cPo)
examining the hazard function. From Equation (3) we have - 1 8
- vn(cP - cPo)H- (00 , cPo) 8cP G(Oo,cPo)
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1 ) 1 . )..(y/<r)l/<>--l
D log h(y) = (Q - 1 Y + aCT(1 _ A(Y/CT)l/<>-)' (AI) + 01'(1). (A6)

where D log h(y) = (d/ dy) log h(y) is the derivative of log h(y).
Part (e) is trivial, and parts (b) and (d) follow immediately from
the signs of the derivative in (A I). However, parts (a) and (c) are
less obvious.
First, consider part (a), the case a > 1 and)" > O. Here the
derivative (Al) is -00 and y = 0 and +(Xl at y = CT/(>"<>-).
Moreover, D log h(y) vanishes only once, because the equation
(1 - a) + a>..(y/CT?/<>- = 0 has a unique solution, Hence in this
case the hazard function h(y) is convex; that is, bathtub shaped.
Now to prove (c), assume that 0 < a < land>" < O. Once
again, we note that D log h(y) has only one zero; furthermore, is
easy to see that D log h(O) = 00 and D log h( (0) = 0, implying
that the function is increasing at zero and decreasing for large y.
It follows that the hazard function is unimodal.
Proof of Theorem 2
a. In view of the distribution. function of y, as given in (12),
the proof is obvious.
b. Let 'Uw« denote the largest-order statistics of a sample of
size n from uniform (0, I) distribution. Then from the quan-
tile function (13), it is clear that the maximum Yn :n = ¢ can
be expressed as
If >.. > 1/2, then, in view of Theorem 2, the second term in (A6) is
negligible and the asymptotic distribution of (j is bivariate normal.
However, if >.. < 1/2, then the second term in (A6) dominates the
first term, and by Theorem 2 and asymptotically, (j has a bivariate
exponential distribution. For X = 1/2, the asymptotic distribution
is a mixture of normal and exponential.
APPENDIX B: INITIAL GUESS
FOR ITERATIVE METHODS
The solution of the nonlinear equations can be obtained using
one of the many iterative routines; for example, those given in
IMSL or NAG. It may be noted, however, that these routines are
generally sensitive to the starting values. If censoring is light, then
for the starting values of a and CT we propose using some simple
shape and scale estimates obtained assuming the Weibull model
and ignoring the censored part of the data. In the illustrative ex-
ample of Section 3, we use the simple closed-form estimates, a
and if, of Kollia and Mudholkar (1990). These estimates are
a = .69;13n t ( ~~-=- .~~ - )tOg
2 1 Y;:n (B.l)

and

t
Y n :n =L Q(Un:n) = cP[1 - (1 -- Un:nlt.

= exp [~ ~~-=-.~~ + .16724) log Y;:n] , (B.2)

So by expanding (1 - y)<>- in a Taylor series about y = 0 and
substituting y = (1 - Un:n)A, we get if (1.6655

n A (Y;n _ 1) =L -a[n(1 - Un:n)];' + Op(n- A).
But n(l - Un :n ) converges, as n -'-> 00, in law to the standard
exponential random variable, and the second term on the right
side, Op(n- A ) , converges to zero. Hence we get (15).
Proof of Theorem 3
Conditional on ¢, the modified likelihood (14) satisfies all of the
assumptions required for the asymptotic normality of the maxi-
mum likelihood estimates (0, >.)', and hence the result. (For an
analogous development, see Smith 1985.)
where Y 1 :n ::; Y 2 :n ... ::; Y n:n denote the order statistics of a com-
plete sample from a Weibull distribution with parameters a and
CT. If the censoring is heavy; then instead of a and if, one may use
the Weibull maximum likelihood estimates obtained iteratively.
For the starting value >"0, we can take a small number (e.g. ±.01)
with the sign as suggested by the shape of the empirical scaled
TIT transform after ignoring the censoring.
Alternatively, one can obtain the initial values using linear re-
gression. For the model (I), we have
logY;:n Rj logQ(i/n) = log e - a log >..
+ alog[l- (1- (i/n))AJ. (B.3)
 Mudholkar, Srivastava, and Kollia: The Weibull Distribution and Survival Data
So for any fixed A, estimates of 0: and (J" can be obtained using
linear regression. Thus by "manual updating" (i.e., "nested least
squares"), one can obtain a reasonable starting point (0:0, AD, 0:0)
corresponding to the smallest residual sum of squares when the
regression method is repeated for a selection of A values.
[Received December 1993. Revised March 1996.J
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