One-Sided Confidence Interval Estimation for Weibull Shape and Scale Parameters

In this paper, we consider the problem of one-sided conditional and unconditional interval estimation for the scale and shape parameters in a two-parameter Weibull model. The statistical inference is based upon the pivots advocated in Bain and Engelhardt, the likelihood ratio method and Birnbaum sta...

Full description

Main Author: Mahdi, Smail
Format: Artículo
Language: Español
Published: 2015
Online Access: http://revistas.ucr.ac.cr/index.php/matematica/article/view/251
http://hdl.handle.net/10669/12897
Summary: In this paper, we consider the problem of one-sided conditional and unconditional interval estimation for the scale and shape parameters in a two-parameter Weibull model. The statistical inference is based upon the pivots advocated in Bain and Engelhardt, the likelihood ratio method and Birnbaum statistic. Simulation results illustrating the performance of these interval estimating methods are discussed and displayed. Empirical point estimate results obtained with the maximum likelihood, generalized moment and generalized probability weighted moment methods are alsopresented.