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Statistical inference about the shape parameter of the Weibull distribution by upper record values

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Summary

In this paper, we provide some pivotal quantities to test and establish confidence interval of the shape parameter on the basis of the firstn observed upper record values. Finally, we give some examples and the Monte Carlo simulation to assess the behaviors (including higher power and more shorter length of confidence interval) of these pivotal quantities for testing null hypotheses and establishing confidence interval concerning the shape parameter under the given significance level and the given confidence coefficient, respectively.

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Authors and Affiliations

  1. Department of Applied Mathematics, National Chiayi University, 60004, Chiayi City, Taiwan, R.O.C.

    Jong-Wuu Wu

  2. Department of Statistics, Tamkang University, Tamsui, Taipei, Taiwan, R.O.C.

    Hsiao-Chiao Tseng

Authors
  1. Jong-Wuu Wu
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  2. Hsiao-Chiao Tseng
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Wu, JW., Tseng, HC. Statistical inference about the shape parameter of the Weibull distribution by upper record values. Statistical Papers 48, 95–129 (2007). https://doi.org/10.1007/s00362-006-0318-7

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  • DOI: https://doi.org/10.1007/s00362-006-0318-7

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