Confidence intervals for the scale parameter of the power-law process

Please use this identifier to cite or link to this item: https://doi.org/10.1080/03610920600637412

Title:	Confidence intervals for the scale parameter of the power-law process
Authors:	Gaudoin, O. Yang, B. Xie, M.
Keywords:	Asymptotic confidence interval Information matrix Maximum likelihood estimation Nonhomogeneous Poisson process Power-law process Repairable system reliability
Issue Date:	1-Aug-2006
Citation:	Gaudoin, O., Yang, B., Xie, M. (2006-08-01). Confidence intervals for the scale parameter of the power-law process. Communications in Statistics - Theory and Methods 35 (8) : 1525-1538. ScholarBank@NUS Repository. https://doi.org/10.1080/03610920600637412
Abstract:	The power-law process (PLP) is a two-parameter model widely used for modeling repairable system reliability. Results on exact point estimation for both parameters as well as exact interval estimation for the shape parameter are well known. In this paper, we investigate the interval estimation for the scale parameter. Asymptotic confidence intervals are derived using Fisher information matrix and theoretical results by Cocozza-Thivent (1997). The accuracy of the interval estimation for finite samples is studied by simulation methods.
Source Title:	Communications in Statistics - Theory and Methods
URI:	http://scholarbank.nus.edu.sg/handle/10635/63065
ISSN:	03610926
DOI:	10.1080/03610920600637412
Appears in Collections:	Staff Publications

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