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Interval Estimation in a Two Parameter Weibull Distribution Based on Type-2 Censored Data

Interval Estimation in a Two Parameter Weibull Distribution Based on Type-2 Censored Data
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摘要 In this paper, we consider the construction of the approximate profile-</span><span style="font-family:""> </span><span style="font-family:Verdana;">likelihood confidence intervals for parameters of the 2-parameter Weibull distribution based on small type-2 censored samples. In previous research works, the traditional Wald method has been used to construct approximate confidence intervals for the 2-parameter Weibull distribution</span><span style="font-family:""> </span><span style="font-family:Verdana;">under type-2 censoring scheme. However, the Wald technique is based on normality assumption and thus may not produce accurate interval estimates for small samples. The profile-likelihood and Wald confidence intervals are constructed for the shape and scale parameters of the 2-parameter Weibull distribution based on simulated and real type-2 censored data, and are hence compared using confidence length and coverage probability. In this paper, we consider the construction of the approximate profile-</span><span style="font-family:""> </span><span style="font-family:Verdana;">likelihood confidence intervals for parameters of the 2-parameter Weibull distribution based on small type-2 censored samples. In previous research works, the traditional Wald method has been used to construct approximate confidence intervals for the 2-parameter Weibull distribution</span><span style="font-family:""> </span><span style="font-family:Verdana;">under type-2 censoring scheme. However, the Wald technique is based on normality assumption and thus may not produce accurate interval estimates for small samples. The profile-likelihood and Wald confidence intervals are constructed for the shape and scale parameters of the 2-parameter Weibull distribution based on simulated and real type-2 censored data, and are hence compared using confidence length and coverage probability.
作者 Raphael Masila Mweleli Luke Akong’o Orawo Cox Lwaka Tamba Justin Obwoge Okenye Raphael Masila Mweleli;Luke Akong’o Orawo;Cox Lwaka Tamba;Justin Obwoge Okenye(Department of Mathematics, Egerton University, Egerton, Kenya)
出处 《Open Journal of Statistics》 2020年第6期1039-1056,共18页 统计学期刊(英文)
关键词 Two-Parameter Weibull Distribution Interval Estimation Relative Likelihood Function Maximum Relative Likelihood Function Profile-Likelihood Interval Coverage Probability Two-Parameter Weibull Distribution Interval Estimation Relative Likelihood Function Maximum Relative Likelihood Function Profile-Likelihood Interval Coverage Probability
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