Confidence Intervals for Single Coefficient of Variation of Weibull Distribution

被引:0
|
作者
La-ongkaew, Manussaya [1 ]
Niwitpong, Sa-Aat [1 ]
Niwitpong, Suparat [1 ]
机构
[1] King Mongkuts Univ Technol North Bangkok, Dept Appl Stat, Bangkok, Thailand
关键词
Weibull Distribution; Coefficient of Variation; Generalized Confidence Interval; Fiducial Generalized Confidence Interval; Bootstrap Percentile; MAXIMUM-LIKELIHOOD-ESTIMATION; RELIABILITY; INFERENCES;
D O I
10.1145/3387168.3387253
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
The aim of this paper is to propose the new confidence intervals for single coefficient of variation of Weibull distributions, using the concept of the generalized confidence interval (GCI), the fiducial generalized confidence interval (FGCI), and the bootstrap percentile method. The coverage probabilities and the expected lengths were evaluated via Monte Carlo simulation. The simulation results showed that the coverage probabilities of the GCIs and the FGCIs were greater than or close to the nominal confidence level. Both of them were recommended. The coverage probabilities of confidence intervals based on the bootstrap percentile method were under the nominal confidence level. Regarding the expected lengths, they tended to decrease when the sample size was increased. All proposed confidence intervals were applied to some real world data in this study.
引用
收藏
页数:6
相关论文
共 50 条
  • [1] CONFIDENCE INTERVALS FOR POPULATION COEFFICIENT OF VARIATION OF WEIBULL DISTRIBUTION
    Abdel-Karim, Amany Hassan
    [J]. ADVANCES AND APPLICATIONS IN STATISTICS, 2021, 69 (02) : 145 - 168
  • [2] Confidence Intervals for Coefficient of Variation of Inverse Gaussian Distribution
    Chankham, Wasana
    Niwitpong, Sa-Aat
    Niwitpong, Suparat
    [J]. ICVISP 2019: PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON VISION, IMAGE AND SIGNAL PROCESSING, 2019,
  • [3] Improved Confidence Intervals for a Coefficient of Variation of a Normal Distribution
    Panichkitkosolkul, Wararit
    [J]. THAILAND STATISTICIAN, 2009, 7 (02): : 193 - 199
  • [4] Two new confidence intervals for the coefficient of variation in a normal distribution
    Mahmoudvand, Rahim
    Hassani, Hossein
    [J]. JOURNAL OF APPLIED STATISTICS, 2009, 36 (04) : 429 - 442
  • [5] Confidence intervals for a normal coefficient of variation
    Vangel, MG
    [J]. AMERICAN STATISTICIAN, 1996, 50 (01): : 21 - 26
  • [6] Estimation of confidence intervals of quantiles for the Weibull distribution
    Heo, JH
    Salas, JD
    Kim, KD
    [J]. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2001, 15 (04) : 284 - 309
  • [7] Estimation of confidence intervals of quantiles for the Weibull distribution
    J.-H. Heo
    J. D. Salas
    K.-D. Kim
    [J]. Stochastic Environmental Research and Risk Assessment, 2001, 15 : 284 - 309
  • [8] CONFIDENCE INTERVALS FOR THE INVERSE OF MEAN IN A NORMAL DISTRIBUTION WITH A KNOWN COEFFICIENT OF VARIATION
    Wongkhao, Arunee
    Niwitpong, Sa-aat
    Niwitpong, Suparat
    [J]. ADVANCES AND APPLICATIONS IN STATISTICS, 2014, 42 (01) : 1 - 14
  • [9] Confidence Intervals of the Inverse of Coefficient of Variation of Delta-Gamma Distribution
    Wansiri Khooriphan
    Sa-Aat Niwitpong
    Suparat Niwitpong
    [J]. Lobachevskii Journal of Mathematics, 2023, 44 : 4739 - 4762
  • [10] Confidence Intervals of the Inverse of Coefficient of Variation of Delta-Gamma Distribution
    Khooriphan, Wansiri
    Niwitpong, Sa-Aat
    Niwitpong, Suparat
    [J]. LOBACHEVSKII JOURNAL OF MATHEMATICS, 2023, 44 (11) : 4739 - 4762