Far East Journal of Theoretical Statistics
Volume 6, Issue 1, Pages 5 - 24
(January 2002)
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STATISTICAL INFERENCES ON THE LOCATION AND SCALE PARAMETERS
FROM CENSORED LOG-LOGISTIC SAMPLES
Qasim M. Al-Shboul (United Arab Emirates)
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Abstract: In this paper we consider a type II censored sample of the
life times from a location-scale log-logistic failure time model. The confidence
intervals of the (unknown) location and scale parameters and percentiles of the
log-logistic distribution are obtained by using simulation techniques. Tables of
simulated percentiles of the corresponding pivotal functions are presented. The
values in these tables can be used to construct confidence intervals of the
location and scale parameters and the percentiles of the log-logistic
distribution. For large sample size, asymptotic confidence intervals can be
obtained and compared with the simulated ones. Further, we check the validation
of these intervals based on other simulated runs. |
Keywords and phrases: confidence intervals,
maximum likelihood estimators, location and scale parameters, percentiles,
pivotal functions, Cramer-Rao lower bound. |
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