淡江大學機構典藏:Item 987654321/41344
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    题名: 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
    贡献者: 淡江大學數學學系
    关键词: Best linear unbiased estimator;Exponential distribution;K-sample doubly Type-II censored sample;Normalized spacings
    日期: 2004-12
    上传时间: 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
    显示于类别:[數學學系暨研究所] 期刊論文

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