Confidence Bands for the Pth Percentile and the Mean Lifetime in Exponential and Weibull Regression Models

by Ping Sa and S.J. Lee .

Abstract: Simultaneous confidence bands are developed for the pth percentile and the expected lifetime of the Weibull regression model, using the confidence region about the parameters and Lagrange multiplier procedure. An example of real data is analyzed to illustrate the procedure.

Key Words: simultaneous confidence band, confidence region, maximum likelihood estimator, Lagrange multiplier procedure

Authors:
Ping Sa, psa@gw.unf.edu
S. J. Lee, slee@math-stat.math.uwf.edu

Editor: N. Rao Chaganty , nrc@math.odu.edu

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