Confidence interval, prediction interval and tolerance limits for a two-parameter Rayleigh distribution
© 2019 Informa UK Limited, trading as Taylor & Francis Group.
| Publié dans: | Journal of applied statistics. - 1991. - 47(2020), 1 vom: 17., Seite 160-175 |
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| Auteur principal: | |
| Autres auteurs: | , |
| Format: | Article en ligne |
| Langue: | English |
| Publié: |
2020
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| Accès à la collection: | Journal of applied statistics |
| Sujets: | Journal Article Confidence interval moment estimates precision prediction interval quantile estimation tolerance interval |
| Résumé: | © 2019 Informa UK Limited, trading as Taylor & Francis Group. The problems of interval estimating the parameters and the mean of a two-parameter Rayleigh distribution are considered. We propose pivotal-based methods for constructing confidence intervals for the mean, quantiles, survival probability and for constructing prediction intervals for the mean of a future sample. Pivotal quantities based on the maximum likelihood estimates (MLEs), moment estimates (MEs) and the L-moments estimates (L-MEs) are proposed. Interval estimates based on them are compared via Monte Carlo simulation. Comparison studies indicate that the results based on the MEs and the L-MEs are very similar. The results based on the MLEs are slightly better than those based on the MEs and the L-MEs for small to moderate sample sizes. The methods are illustrated using an example involving lifetime data |
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| Description: | Date Revised 16.06.2022 published: Electronic-eCollection Citation Status PubMed-not-MEDLINE |
| ISSN: | 0266-4763 |
| DOI: | 10.1080/02664763.2019.1634681 |