| 題名: | Exact inference and prediction for K-sample two-parameter exponential case under general type-II censoring |
| 作者: | Balakrishnan, N.;林千代;Lin, Chien-tai;Chan, Ping-shing |
| 貢獻者: | 淡江大學數學學系 |
| 關鍵詞: | Best linear unbiased estimator;Exponential distribution;K-sample doubly Type-II censored sample;Normalized spacings |
| 日期: | 2004-12 |
| 上傳時間: | 2010-01-28 07:21:01 (UTC+8) |
| 出版者: | Taylor & Francis |
| 摘要: | Exact inference for the location and scale parameters as well as prediction intervals for K-sample exponential case under general Type-II censored samples are derived using an algorithm of Huffer and Lin [Huffer, F. W. and Lin, C. T. (2001). Computing the joint distribution of general linear combinations of spacings or exponential variates. Stat. Sin., 11, 1141–1157.]. This approach provides a simple way to determine the exact percentage points of the pivotal quantities based on the best linear unbiased estimators in order to develop exact inference for the location and scale parameters as well as to construct exact prediction intervals for failure times unobserved in the ith sample. Similarly, exact prediction intervals for failure times of units from a future sample can also be easily obtained. A comparison is then made with the approximate inference based on the maximum likelihood estimators. Finally, we present an example to illustrate all the methods of inference developed in this paper. |
| 關聯: | Journal of Statistical Computation and Simulation 74(12), pp.867-878 |
| DOI: | 10.1080/00949650310001643252 |
| 顯示於類別: | [應用數學與數據科學學系] 期刊論文
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