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arxiv: 1501.02201 · v1 · pith:COLCQIQBnew · submitted 2015-01-09 · 🧮 math.ST · stat.TH

Inference on the Parameters of the Weibull Distribution Using Records

classification 🧮 math.ST stat.TH
keywords confidencedistributionparameterparametersshapeweibullapproachesexact
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The Weibull distribution is a very applicable model for the 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. %for the scale and shape parameters. 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.

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