Interval estimation of for generalized Pareto distribution

DOI10.1016/J.JSPI.2011.04.024MaRDI QIDQ645633zbMATH OpenOpenAlexFDO

Authors Augustine Wong

Publication date 10 November 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2011.04.024

zbMATH Keywords

reliabilitystresscanonical parameterexponential family modelmodified signed log-likelihood ratio statisticstrength model

Mathematics Subject Classification ID

Reliability and life testing (62N05) Monte Carlo methods (65C05) Parametric tolerance and confidence regions (62F25)

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Cites work

• scientific article; zbMATH DE number 3978129 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 800290 (Why is no real title available?)
• Comparisons of Approximate Confidence Intervals for Distributions Used in Life-Data Analysis
• Estimation of \(P[Y<X]\) for generalized Pareto distribution
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Likelihood methods in statistics
• Modified signed log likelihood ratio

Cited in

(16)

• Stress-strength reliability estimation of time-dependent models with fixed stress and phase type strength distribution
• Inference on P(Y < X) Based on Ranked Set Sample for Generalized Pareto Distribution
• Inferences on stress–strength reliability based on ranked set sampling data in case of Lindley distribution
• Likelihood and Bayesian estimation of \(P(Y<X)\) using lower record values from a proportional reversed hazard family
• A copula-based approach to account for dependence in stress-strength models
• Interval estimation of multicomponent stress-strength reliability based on inverse Weibull distribution
• Bayesian analysis of head and neck cancer data using generalized inverse Lindley stress-strength reliability model
• Stress-strength based on \(m\)-generalized order statistics and concomitant for dependent families.
• On estimation of \(P(X > Y)\) based on judgement post stratification
• Stress-strength reliability inference for the Pareto distribution with outliers
• Classical and Bayesian estimation of stress-strength reliability in type II censored Pareto distributions
• Estimation of \(P[Y<X]\) for generalized Pareto distribution
• scientific article; zbMATH DE number 7406326 (Why is no real title available?)
• Stresstrength reliability with general form distributions
• Time-dependent stress-strength reliability models based on phase type distribution
• Kernel-based estimation of P(X < Y) when X and Y are dependent random variables based on progressive type II censoring

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