Confidence intervals based on corrected likelihood ratio tests for parallel systems with covariates.
Confidence intervals for reliability functions of an exponential distribution under random censorship
Confidence intervals for the capability indices and in stationary Caussian processes.
Confidence regions in a multivariate regression model with constraints II
Confidence regions in nonlinear models with constraints
Confidence regions in nonlinear regression models
New curvature measures for nonlinear regression models are developed and methods of their computing are given. Using these measures, more accurate confidence regions for parameters than those based on linear or quadratic approximations are obtained.
Confidence regions of minimal area for the scale-location parameter and their applications
The area of a confidence region is suggested as a quality exponent of parameter estimation. It is shown that under very mild restrictions imposed on the underlying scale-location family there exists an optimal confidence region. Explicit formulae as well as numerical results concerning the normal, exponential and uniform families are presented. The question how to estimate the quantile function is also discussed.
Construction of confidence intervals for mathematical expectations of random variables of a certain type.
Ein allgemeines Konstruktionsverfahren für Konfidenzbereiche.
Estimación de la edad y del número inicial de individuos en procesos de nacimiento puro y de Galton-Watson.
Se dan estimaciones puntuales y por intervalo para la edad y el número inicial de individuos en procesos de nacimiento puro de intensidad conocida y en procesos de Galton-Watson con distribución de descencientes conocida.
Estimación no paramétrica de la edad y de la probabilidad de extinción en procesos de Galton-Watson.
Se proponen estimadores no paramétricos de la edad y de la probabilidad de extinción de un proceso de ramificación de Galton-Watson. Dichos estimadores son comparados por simulación de Monte-Carlo, con otros estimadores propuestos por Stigler (1970) y Grump and Howe (1972).
Estimation functions and uniformly most powerful tests for inverse Gaussian distribution
The aim of this article is to develop estimation functions by confidence regions for the inverse Gaussian distribution with two parameters and to construct tests for hypotheses testing concerning the parameter when the mean parameter is known. The tests constructed are uniformly most powerful tests and for testing the point null hypothesis it is also unbiased.
Estimation of the parameters of the reversed generalized logistic distribution with progressive censoring data.
Estimation of the Parameters of the Weibull Distribution for the Censored Samples.
Fixed-width confidence interval for a lognormal mean.
Further Developments in Estimation of the Largest Mean of K Normal Populations.
Geometry of Gaussian nonlinear regression. Parallel curves and confidence intervals
Inference on overlap coefficients under the Weibull distribution : equal shape parameter
In this paper we consider three measures of overlap, namely Matusia’s measure , Morisita’s measure and Weitzman’s measure . These measures are usually used in quantitative ecology and stress-strength models of reliability analysis. Herein we consider two Weibull distributions having the same shape parameter and different scale parameters. This distribution is known to be the most flexible life distribution model with two parameters. Monte Carlo evaluations are used to study the bias and precision...
Inference on overlap coefficients under the Weibull distribution: Equal shape parameter
In this paper we consider three measures of overlap, namely Matusia's measure ρ, Morisita's measure λ and Weitzman's measure Δ. These measures are usually used in quantitative ecology and stress-strength models of reliability analysis. Herein we consider two Weibull distributions having the same shape parameter and different scale parameters. This distribution is known to be the most flexible life distribution model with two parameters. Monte Carlo evaluations are used to study the bias and precision...
Interval estimation for the Poisson distribution parameter with a single observation.