Confidence Intervals for the Scale Parameter of the Power-Law Process
نویسندگان
چکیده
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 CocozzaThivent (1997). The accuracy of the interval estimation for finite samples is studied by simulation methods.
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