Publication Type
Journal Article
Version
acceptedVersion
Publication Date
5-2007
Abstract
Statistical inference methods for the Weibull parameters and their functions usually depend on extensive tables, and hence are rather inconvenient for the practical applications. In this paper, we propose a general method for constructing confidence intervals for the Weibull parameters and their functions, which eliminates the need for the extensive tables. The method is applied to obtain confidence intervals for the scale parameter, the mean-time-to-failure, the percentile function, and the reliability function. Monte-Carlo simulation shows that these intervals possess excellent finite sample properties, having coverage probabilities very close to their nominal levels, irrespective of the sample size and the degree of censorship.
Keywords
analytical adjustment, confidence interval, mean-time-to-failure, percentile, reliability, Type II censoring, Weibull-to-exponential transformation
Discipline
Econometrics
Research Areas
Econometrics
Publication
Journal of Statistical Computation and Simulation
Volume
77
Issue
5
First Page
365
Last Page
378
ISSN
0094-9655
Identifier
10.1080/00949650701227452
Publisher
Taylor & Francis
Citation
YANG, Zhenlin; XIE, Min; and WONG, Augustine C.M..
A unified confidence interval for reliability-related quantities of two-parameter Weibull distribution. (2007). Journal of Statistical Computation and Simulation. 77, (5), 365-378.
Available at: https://ink.library.smu.edu.sg/soe_research/2107
Copyright Owner and License
Authors
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://doi.org/10.1080/00949650701227452