Simultaneous Confidence Bands and Regions for Log-Location-Scale Distributions with Censored Data Escobar, Luis Hong, Yili Meeker, William Meeker, William
dc.contributor.department Statistics 2018-02-16T05:28:35.000 2020-07-02T06:56:08Z 2020-07-02T06:56:08Z 2008-04-04
dc.description.abstract <p>In many areas of application, especially life testing and reliability, it is often of interest to estimate an unknown cumulative distribution (cdf). A simultaneous confidence band (SCB) of the cdf can be used to assess the statistical uncertainty of the estimated cdf over the entire range of the distribution. Cheng and Iles (1983) presented a general approach of constructing an SCB for the cdf of a continuous random variable. For the log-location-scale family of distributions, there are explicit forms for the upper and lower boundaries of the SCB. In this article, we extend the work of Cheng and Iles (1983). We study the SCBs based on local information, expected information, and estimated expected information for both the “cdf method” and the “quantile method.” We also study the effects of exceptional cases where a simple SCB does not exist. We describe calibration of the bands to provide exact coverage for complete data and type II censoring and better approximate coverage for other kinds of censoring. We also extend these procedures to regression analysis.</p>
dc.description.comments <p>This preprint was published in <em>Journal of Statistical Planning and Inference</em> 139 (2009): 3231–3245, doi:<a href="" id="x-ddDoi" target="_blank">10.1016/j.jspi.2009.03.005</a>.</p>
dc.identifier archive/
dc.identifier.articleid 1029
dc.identifier.contextkey 7000357
dc.identifier.s3bucket isulib-bepress-aws-west
dc.identifier.submissionpath stat_las_preprints/32
dc.language.iso en
dc.source.bitstream archive/|||Fri Jan 14 23:33:43 UTC 2022
dc.source.uri 10.1016/j.jspi.2009.03.005
dc.subject.disciplines Statistics and Probability
dc.subject.keywords Confidence region
dc.subject.keywords Information matrix
dc.subject.keywords Maximum likelihood
dc.subject.keywords Quantile
dc.subject.keywords Wald confidence interval
dc.title Simultaneous Confidence Bands and Regions for Log-Location-Scale Distributions with Censored Data
dc.type article
dc.type.genre article
dspace.entity.type Publication
relation.isAuthorOfPublication a1ae45d5-fca5-4709-bed9-3dd8efdba54e
relation.isOrgUnitOfPublication 264904d9-9e66-4169-8e11-034e537ddbca
Original bundle
Now showing 1 - 1 of 1
361.33 KB
Adobe Portable Document Format