Comparison of Confidence Intervals for the Parameters of the Weibull and Extreme Value Distributions

Abstract

For complete and type II censored data, this work compares the mean lengths of three exact confidence intervals for the parameters of the Weibull and extreme value distributions. The confidence intervals include conditional procedure, and unconditional method using pivotals based on the best linear invariant estimator and on the maximum likelihood estimator. The unconditional method using pivotal quantity based on the maximum likelihood estimator generally has the shortest mean length, though the three results agree fairly closely.