One-Sided Confidence Interval Estimation for Weibull Shape and Scale Parameters

• Mahdi, Smail ^[1]
  1. [1] University of the West Indies

     University of the West Indies

     Jamaica

     
• Localización: Revista de Matemática: Teoría y Aplicaciones, ISSN 2215-3373, ISSN-e 2215-3373, Vol. 12, Nº. 1-2, 2005, págs. 61-72
• Idioma: inglés
• DOI: 10.15517/rmta.v12i1-2.251
• Enlaces
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• Resumen
  • español

    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.

  • English

    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.

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