On maximum likelihood estimators of shape and scale parameters and their application in constructing confidence contours.

DOI10.1080/03610928208828349MaRDI QIDQ3313110zbMATH OpenOpenAlexFDO

Authors Sam C. Saunders

Publication date 1982

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928208828349

zbMATH Keywords

censored samplesconfidence bounds on survivalconfidence contoursfatigue life applicationinvariant estimatorsmaximum likelihood estimatorspivotal distributionspseudo-random number generatorsreliabilityscaleshape

Mathematics Subject Classification ID

Point estimation (62F10) Parametric tolerance and confidence regions (62F25) Reliability and life testing (62N05) Monte Carlo methods (65C05)

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Cites work

• A fast procedure for generating exponential random variables
• A Property of Maximum Likelihood Estimators of Location and Scale Parameters
• scientific article; zbMATH DE number 3530858 (Why is no real title available?)
• One-line random number generators and their use in combinations
• THE PROBABILITY INTEGRAL TRANSFORMATION WHEN PARAMETERS ARE ESTIMATED FROM THE SAMPLE

Cited in

(4)

• Further results on simultaneous confidence intervals for the normal distribution
• How reliable are contour curves? Confidence sets for level contours
• Exact inference on scaling parameters in norm and antinorm contoured sample distributions
• Asymptotic global confidence regions in parametric shape estimation problems

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