Transformation approaches for the construction of Weibull prediction interval

Please use this identifier to cite or link to this item: https://doi.org/10.1016/S0167-9473(02)00232-3

Title:	Transformation approaches for the construction of Weibull prediction interval
Authors:	Yang, Z. See, S.P. Xie, M.
Keywords:	Box-Cox transformation Coverage probability Kullback-Leibler information Prediction interval Weibull distribution
Issue Date:	28-Jul-2003
Citation:	Yang, Z., See, S.P., Xie, M. (2003-07-28). Transformation approaches for the construction of Weibull prediction interval. Computational Statistics and Data Analysis 43 (3) : 357-368. ScholarBank@NUS Repository. https://doi.org/10.1016/S0167-9473(02)00232-3
Abstract:	Two methods of transforming the Weibull data to near normality, namely the Box-Cox method and Kullback-Leibler (KL) information method, are discussed and contrasted. A simple prediction interval (PI) based on the better KL information method is proposed. The asymptotic property of this interval is established. Its small sample behavior is investigated using Monte Carlo simulation. Simulation results show that this simple interval is close to the existing complicated PI where the percentage points of the reference distribution have to be either simulated or approximated. The proposed interval can also be easily adjusted to have the correct asymptotic coverage. © 2002 Elsevier Science B.V. All rights reserved.
Source Title:	Computational Statistics and Data Analysis
URI:	http://scholarbank.nus.edu.sg/handle/10635/63384
ISSN:	01679473
DOI:	10.1016/S0167-9473(02)00232-3
Appears in Collections:	Staff Publications

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