Interval Estimations of the Two-Parameter Exponential Distribution

Lai Jiang and Augustine C. M. Wong

Journal of Probability and Statistics, 2012, vol. 2012, 1-8

Abstract:

In applied work, the two-parameter exponential distribution gives useful representations of many physical situations. Confidence interval for the scale parameter and predictive interval for a future independent observation have been studied by many, including Petropoulos (2011) and Lawless (1977), respectively. However, interval estimates for the threshold parameter have not been widely examined in statistical literature. The aim of this paper is to, first, obtain the exact significance function of the scale parameter by renormalizing the ð ‘ âˆ— -formula. Then the approximate Studentization method is applied to obtain the significance function of the threshold parameter. Finally, a predictive density function of the two-parameter exponential distribution is derived. A real-life data set is used to show the implementation of the method. Simulation studies are then carried out to illustrate the accuracy of the proposed methods.

Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/JPS/2012/734575.pdf (application/pdf)
http://downloads.hindawi.com/journals/JPS/2012/734575.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:734575

DOI: 10.1155/2012/734575

Access Statistics for this article

More articles in Journal of Probability and Statistics from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().