Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2015

Inference on the parameters of the Weibull distribution using records

  • Dades identificatives

    Identificador: RP:2421
    Handle: https://hdl.handle.net/20.500.11797/RP2421
    Autors:
    Zakerzadeh, HojatollahJafari, Ali Akbar
    Resum:
    The Weibull distribution is a very applicable model for lifetime data. In this paper, we have investigated inference on the parameters of Weibull distribution based on record values. We first propose a simple and exact test and a confidence interval for the shape parameter. Then, in addition to a generalized confidence interval, a generalized test variable is derived for the scale parameter when the shape parameter is unknown. The paper presents a simple and exact joint confidence region as well. In all cases, simulation studies show that the proposed approaches are more satisfactory and reliable than previous methods. All proposed approaches are illustrated using a real example.

  • Altres:

    Autor/s de la URV: Zakerzadeh, Hojatollah Jafari, Ali Akbar
    Paraules clau: Coverage probability, generalized confidence interval, generalized p-value, records, Weibull distribution
    Resum: The Weibull distribution is a very applicable model for lifetime data. In this paper, we have investigated inference on the parameters of Weibull distribution based on record values. We first propose a simple and exact test and a confidence interval for the shape parameter. Then, in addition to a generalized confidence interval, a generalized test variable is derived for the scale parameter when the shape parameter is unknown. The paper presents a simple and exact joint confidence region as well. In all cases, simulation studies show that the proposed approaches are more satisfactory and reliable than previous methods. All proposed approaches are illustrated using a real example.
    Any de publicació de la revista: 2015
    Tipus de publicació: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article

  • Paraules clau:

    Coverage probability, generalized confidence interval, generalized p-value, records, Weibull distribution

  • Documents:

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