On Prediction Limits For Samples From A Weibull Or Extreme-value Distribution
Abstract
A new, simplified approximation for lower prediction limits is derived for the smallest of a set of future observations from a Weibull or extreme-value distribution. The proposed limit can be expressed explicitly in terms of estimates of the location and scale parameters of the extremevalue distribution and the variances and covariance of the estimates. © 1982 Taylor & Francis Group, LLC.
Recommended Citation
M. Engelhardt and L. J. Bain, "On Prediction Limits For Samples From A Weibull Or Extreme-value Distribution," Technometrics, vol. 24, no. 2, pp. 147 - 150, Taylor and Francis Group; Taylor and Francis; American Statistical Association, Jan 1982.
The definitive version is available at https://doi.org/10.1080/00401706.1982.10487738
Department(s)
Geosciences and Geological and Petroleum Engineering
Second Department
Mathematics and Statistics
Keywords and Phrases
Extreme-value distribution; Prediction limits; Weibull distribution
International Standard Serial Number (ISSN)
1537-2723; 0040-1706
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2023 Taylor and Francis Group; Taylor and Francis; American Statistical Association, All rights reserved.
Publication Date
01 Jan 1982
