Confidence Intervals for the Scale Parameter of the Power-Law Process

DOI10.1080/03610920600637412zbMath1105.62098MaRDI QIDQ3424177

Olivier Gaudoin, Bo Yang, Min Xie

Publication date: 15 February 2007

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

Full work available at URL: https://doi.org/10.1080/03610920600637412

zbMATH Keywords

information matrix; maximum likelihood estimation; nonhomogeneous Poisson process; asymptotic confidence intervals; power-law process; repairable system reliability

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

60G35: Signal detection and filtering (aspects of stochastic processes)

62N02: Estimation in survival analysis and censored data

62N05: Reliability and life testing

Related Items

Generalized Confidence Interval for the Scale Parameter of the Power-Law Process, A Khmaladze-transformed test of fit with ML estimation in the presence of recurrent events, Modified signed log-likelihood ratio test for the scale parameter of the power-law process with applications to repairable systems, Some large sample tests based on conditional distribution for the shape parameter in power law process, Generalized confidence interval for the scale parameter of the power-law process with incomplete failure data, Random sets and exact confidence regions, On a First-Passage-Time Problem for the Compound Power-Law Process

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