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Generalized Confidence Interval for the Scale Parameter of the Power-Law Process |
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| Authors: | Bing Xing Wang Min Xie Jun Xing Zhou |
| Institution: | 1. Department of Statistics , Zhejiang Gongshang University , Hangzhou , P. R. China wangbingxing@163.com;3. Department of Industrial &4. Systems Engineering , National University of Singapore , Singapore;5. Department of Statistics , Zhejiang University of Finance and Economics , Hangzhou , P. R. China |
| Abstract: | The power-law process is widely used in the analysis of repairable system reliability. In this article, interval estimation for the scale parameter is investigated under some general conditions. A procedure to derive a generalized confidence interval for the scale parameter is presented. We also study the accuracy of the generalized confidence interval by Monte Carlo simulation. Finally, two examples are shown to illustrate the proposed procedure. |
| Keywords: | Generalized confidence interval Non homogeneous Poisson process Power-law process Repairable system Scale parameter |