Confidence intervals for the scale parameter of the power-law process

被引：17

作者：

Gaudoin, Olivier

Yang, Bo

Xie, Min

机构：

[1] Inst Natl Polytech Grenoble, Lab LMC, F-38041 Grenoble 9, France

[2] Univ Elect Sci & Technol China, Dept Informat Engn, Chengdu 610054, Peoples R China

[3] Natl Univ Singapore, Dept Ind & Syst Engn, Singapore 117548, Singapore

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2006年 / 35卷 / 08期

关键词：

asymptotic confidence interval; information matrix; maximum likelihood estimation; nonhomogeneous Poisson process; power-law process; repairable system reliability;

D O I：

10.1080/03610920600637412

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The power-law process (PLP) is a two-parameter model widely used for modeling repairable system reliability. Results on exact point estimation for both parameters as well as exact interval estimation for the shape parameter are well known. In this paper, we investigate the interval estimation for the scale parameter. Asymptotic confidence intervals are derived using Fisher information matrix and theoretical results by Cocozza-Thivent (1997). The accuracy of the interval estimation for finite samples is studied by simulation methods.

引用

页码：1525 / 1538

页数：14

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