A unified confidence interval for reliability-related quantities of two-parameter Weibull distribution

Citation data:

Journal of Statistical Computation and Simulation, ISSN: 0094-9655, Vol: 77, Issue: 5, Page: 365-378

Publication Year:
2007
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Repository URL:
https://ink.library.smu.edu.sg/soe_research/138; https://ink.library.smu.edu.sg/soe_research/2107
DOI:
10.1080/00949650701227452
Author(s):
Zhenlin Yang ; Min Xie ; Augustine C.M. Wong
Publisher(s):
Informa UK Limited; Taylor & Francis: STM, Behavioural Science and Public Health Titles; Taylor & Francis
Tags:
Mathematics; Analytical adjustment; Confidence interval; Mean-time-to-failure; Percentile; Reliability; Type II censoring; Weibull-to-exponential transformation; analytical adjustment; confidence interval; mean-time-to-failure; percentile; reliability; Basic or Discovery Scholarship; Econometrics
article description
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.