TITLE:
Interval Estimation in a Two Parameter Weibull Distribution Based on Type-2 Censored Data
AUTHORS:
Raphael Masila Mweleli, Luke Akong’o Orawo, Cox Lwaka Tamba, Justin Obwoge Okenye
KEYWORDS:
Two-Parameter Weibull Distribution, Interval Estimation, Relative Likelihood Function, Maximum Relative Likelihood Function, Profile-Likelihood Interval, Coverage Probability
JOURNAL NAME:
Open Journal of Statistics,
Vol.10 No.6,
December
21,
2020
ABSTRACT: In this paper, we consider the construction of the
approximate profile- likelihood
confidence intervals for parameters of the 2-parameter Weibull distribution
based on small type-2 censored samples. In previous research works, the
traditional Wald method has been used to construct approximate confidence
intervals for the 2-parameter Weibull distribution under type-2 censoring scheme. However, the Wald
technique is based on normality assumption and thus may not produce accurate
interval estimates for small samples. The profile-likelihood and Wald
confidence intervals are constructed for the shape and scale parameters of the
2-parameter Weibull distribution based on simulated and real type-2 censored
data, and are hence compared using confidence length and coverage probability.