Tse Siu-Keung, Xiang Liming
Department of Management Sciences, City University of Hong Kong, Hong Kong.
J Biopharm Stat. 2003 Feb;13(1):1-16. doi: 10.1081/BIP-120017722.
This paper explores the problem of interval estimation for parameters of Weibull-distributed data, which are Type II progressively censored with random removals. Seven different confidence interval-estimation procedures are considered. Four of them are based on a parametric bootstrapping approach. Others are based on the asymptotic normality method and the likelihood ratio statistic. We conduct a Monte Carlo simulation to evaluate the performance of these procedures based on their lengths and their coverage probabilities. Furthermore, an example is presented to illustrate the application of these procedures.
本文探讨了威布尔分布数据参数的区间估计问题,这些数据是在随机移除情况下进行II型逐步删失的。考虑了七种不同的置信区间估计方法。其中四种基于参数自助法。其他方法基于渐近正态性方法和似然比统计量。我们进行了蒙特卡罗模拟,以根据这些方法的区间长度和覆盖概率来评估它们的性能。此外,还给出了一个例子来说明这些方法的应用。