Simple Approximate Distributional Results For Confidence And Tolerance Limits For The Weibull Distribution Based On Maximum Likelihood Estimators
Abstract
One form of the generalized gamma distribution brings out an association between the normal distribution and the extreme-value distribution. This relationship suggests chi-squared, Student's t and noncentral t approximations for certain functions of the maximum likelihood estimators of the parameters of the extreme-value distribution. The accuracy of these approximations is studied by comparing them to existing Monte Carlo simulation results. These approximations provide simple procedures for obtaining approximate confidence intervals for the parameters, tolerance limits, and confidence limits on reliability for the Weibull or extremevalue distribution. © 1981 Taylor & Francis Group, LLC.
Recommended Citation
L. J. Bain and M. Engelhardt, "Simple Approximate Distributional Results For Confidence And Tolerance Limits For The Weibull Distribution Based On Maximum Likelihood Estimators," Technometrics, vol. 23, no. 1, pp. 15 - 20, Taylor and Francis Group; Taylor and Francis; American Statistical Association, Jan 1981.
The definitive version is available at https://doi.org/10.1080/00401706.1981.10486231
Department(s)
Mathematics and Statistics
Second Department
Geosciences and Geological and Petroleum Engineering
Keywords and Phrases
Extreme-value distribution; Generalized gamma distribution; Inference procedures; Maximum likelihood; 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 1981
