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
来源：
ICVISP 2019: PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON VISION, IMAGE AND SIGNAL PROCESSING | 2019年
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.
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页数：6
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