Work

Simulated Exact Confidence Intervals: With Applications to Censored Exponential Reliability Data

Year: 2024

Type: article

Abstract: ABSTRACT A method for constructing exact simulated confidence intervals is presented, valid for situations with both discrete and continuous observations. The idea of the method is to invert a data generating function, which needs not be monotone, and where special attention is taken when the data generating function contains jumps. The method is applied to obtain exact confidence intervals for certain types of censored data from exponential distributions. The censoring schemes under study are earlier treated in the literature, and a comparison to these approaches is considered. The connection to fiducial inference is discussed, and a difference in the paradigm of obtaining intervals for the parameter is studied.

Source: Applied Stochastic Models in Business and Industry

DOI: 10.1002/asmb.2900

Authors: Bo Henry Lindqvist, Gunnar Taraldsen

Institution: Norwegian University of Science and Technology

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,620

OpenAlex ID: W4403792344

FWCI:

Cites: 24

Cited by:

Related to: 10