Far East Journal of Theoretical Statistics
Volume 19, Issue 2, Pages 141 - 161
(July 2006)
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INTERVAL ESTIMATION OF EXPONENTIATED EXPONENTIAL DISTRIBUTION
Jianrong Wu (U. S. A.), Augustine C. M. Wong (Canada) and Ye Sun (Canada)
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Abstract: A small-sample
asymptotic method is presented to obtain confidence intervals for the shape
parameter, the scale parameter, and the pth percentile of the
exponentiated exponential distribution. Results from simulation studies
comparing the coverage probabilities of the proposed small-sample asymptotic
method with some existing large-sample asymptotic methods show that the proposed
method possesses almost exact coverage probabilities, even for sample size as
small as five. The proposed method is also applied to two failure time data
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Keywords and phrases: confidence interval, coverage probability, delta method, -formula. |
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