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Interval Estimation Based on Censored Samples from the Weibull Distribution

Summary: The focus of this paper is on interval estimation for percentiles of the Weibull and extreme value distributions based on failure censored samples. Standard large sample methods based on a t-like statistic are generally considered inadequate unless sample sizes are larger than 100. In this paper, we suggest a simple method for computing confidence limits which asymptotically give the correct confidence level. It is shown in a simulation study that these new confidence limits are accurate enough for practical purposes even for sample sizes as small as 10.

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  • Topics: Data Quality, Sampling
  • Keywords: Censored data,Confidence intervals,Sampling
  • Author: Schneider, Helmut; Weissfeld, L.A.
  • Journal: Journal of Quality Technology