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...

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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
id RepoKERWA12897
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spelling RepoKERWA128972017-08-08T18:50:20Z One-Sided Confidence Interval Estimation for Weibull Shape and Scale Parameters One-Sided Confidence Interval Estimation for Weibull Shape and Scale Parameters Mahdi, Smail 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. En este artículo, consideramos el problema de estimación de intervalos unilaterales condicionales e incondicionales para los parámetros de escala y de forma en un modelo de Weibull de dos parámetros. La inferencia estadística está basada en los pivotes defendidos por Bain & Engelhardt, el método del cociente de verosimilitud y el estadístico de Birnbaum. Se presentan y discuten resultados de simulación que ilustran el rendimiento de estos métodos de estimación de intervalos. También se presentan resultados de estimación puntual empírica obtenidos con métodos de máxima verosimilitud, momentos generalizados y de momentos ponderados de probabilidad generalizados. 2015-05-19T18:42:59Z 2015-05-19T18:42:59Z 2012-03-02 00:00:00 2015-05-19T18:42:59Z info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://revistas.ucr.ac.cr/index.php/matematica/article/view/251 http://hdl.handle.net/10669/12897 10.15517/rmta.v12i1-2.251 es Revista de Matemática: Teoría y Aplicaciones Vol. 12 Núm. 1-2 2012 61-72 application/pdf
institution Universidad de Costa Rica
collection Repositorio KERWA
language Español
description 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.
format Artículo
author Mahdi, Smail
spellingShingle Mahdi, Smail
One-Sided Confidence Interval Estimation for Weibull Shape and Scale Parameters
author_sort Mahdi, Smail
title One-Sided Confidence Interval Estimation for Weibull Shape and Scale Parameters
title_short One-Sided Confidence Interval Estimation for Weibull Shape and Scale Parameters
title_full One-Sided Confidence Interval Estimation for Weibull Shape and Scale Parameters
title_fullStr One-Sided Confidence Interval Estimation for Weibull Shape and Scale Parameters
title_full_unstemmed One-Sided Confidence Interval Estimation for Weibull Shape and Scale Parameters
title_sort one-sided confidence interval estimation for weibull shape and scale parameters
publishDate 2015
url http://revistas.ucr.ac.cr/index.php/matematica/article/view/251
http://hdl.handle.net/10669/12897
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