Weibull分布兴趣参数的广义置信区间

Generalized Confidence Intervals for Interest Parameters of the Weibull Distribution

Weibull分布可以用来描述疲劳失效、真空管失效和轴承失效等,是重要的寿命分布。本文研究了Weibull分布尺度参数、形状参数、分位数及可靠度函数的广义置信区间问题。利用广义枢轴量给出四个兴趣参数的广义置信区间。证明了由广义枢轴量确定的四个兴趣参数的广义置信区间具有频率意义下的实际置信水平。

The Weibull distribution, a kind of important life distributions, can be used to describe fatigue failure, vacuum tube failure and bearing failure, etc. In this paper, the generalized confidence intervals for the scale parameter, the shape parameter, the percentile and the reliability function of the Weibull distribution are investigated. Generalized confidence intervals of four interest parameters are constructed by using the concept of generalized pivotal quantity. At last, we prove that they have the exact confidence levels in sense of frequency.