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

• 作者: Cox Lwaka Tamba Justin Obwoge Okenye Luke Akong’o Orawo Raphael Masila Mweleli
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: Two-Parameter Weibull Distribution Interval Estimation Relative Likelihood Function Maximum Relative Likelihood Function Profile-Likelihood Interval Coverage Probability
• 年，卷（期）: 2020,（6）
• 页码范围: 1039-1056
• 页数: 18页
• 分类号: O17

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.