Confidence Limits and Prediction Limits for a Weibull Distribution Based on the Generalized Variable Approach

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Krishnamoorthy K, Lin Y, Xia Y. Confidence limits and prediction limits for a weibull distribution based on the generalized variable approach. Journal of Statistical Planning and Inference 2009 1 August 2009;139(8):2675-84.


For the problem of comparing the means of k inverse Gaussian (IG) populations, a new generalized pivot quantity is defined and the generalized p-value based on this generalized pivot quantity is also given. Numerical results indicate that the proposed test has excellent type I error control for both balanced and unbalanced cases, and tends to be robust for the number of populations, whereas the type I error probability of the Tian’s generalized test can be much larger than the nominal level for a bigger value of k. The proposed procedure is illustrated using two examples