Interval Estimations of the Two-Parameter Exponential Distribution
Joint Authors
Wong, Augustine C. M.
Jiang, Lai
Source
Journal of Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-04-17
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
In applied work, the two-parameter exponential distribution gives useful representations of many physical situations.
Confidence interval for the scale parameter and predictive interval for a future independent observation have been studied by many, including Petropoulos (2011) and Lawless (1977), respectively.
However, interval estimates for the threshold parameter have not been widely examined in statistical literature.
The aim of this paper is to, first, obtain the exact significance function of the scale parameter by renormalizing the p∗-formula.
Then the approximate Studentization method is applied to obtain the significance function of the threshold parameter.
Finally, a predictive density function of the two-parameter exponential distribution is derived.
A real-life data set is used to show the implementation of the method.
Simulation studies are then carried out to illustrate the accuracy of the proposed methods.
American Psychological Association (APA)
Jiang, Lai& Wong, Augustine C. M.. 2012. Interval Estimations of the Two-Parameter Exponential Distribution. Journal of Probability and Statistics،Vol. 2012, no. 2012, pp.1-8.
https://search.emarefa.net/detail/BIM-494415
Modern Language Association (MLA)
Jiang, Lai& Wong, Augustine C. M.. Interval Estimations of the Two-Parameter Exponential Distribution. Journal of Probability and Statistics No. 2012 (2012), pp.1-8.
https://search.emarefa.net/detail/BIM-494415
American Medical Association (AMA)
Jiang, Lai& Wong, Augustine C. M.. Interval Estimations of the Two-Parameter Exponential Distribution. Journal of Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-8.
https://search.emarefa.net/detail/BIM-494415
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-494415