Abstract
Fraser and Lawless discussed exact conditional intervals for the parameters and quantiles of the location-scale model when complete data are used. Moreover, Lawless extended the exact method to failure-censored (Type II censored) data. Nevertheless, the exact intervals are difficult to obtain in practice and are unavailable under time censoring (Type I censoring). As a consequence, approximate large-sample intervals are widely used. In this article, a likelihood-based third-order procedure is developed. The method does not require explicit nuisance parameterization and can be easily implemented into algebraic computational packages. Numerical examples are presented to show the accuracy of the method even when the sample size is small.
| Original language | English |
|---|---|
| Pages (from-to) | 149-155 |
| Number of pages | 7 |
| Journal | Technometrics |
| Volume | 42 |
| Issue number | 2 |
| DOIs | |
| State | Published - May 2000 |
Bibliographical note
Funding Information:We gratefully acknowledge the editor, associate editor, and two referees, whose insightful comments improved the earlier version of this article. The work was partially supported by the Natural Science and Engineering Research Council of Canada.
Keywords
- Ancillary
- Bartlett correction
- Likelihood ratio statistic
- Mean and variance correction
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics