Abstract
ABSTRACT Exact inference, that is, confidence limits and hypothesis tests for the Weibull distribution parameters and percentiles based on maximum likelihood estimation in complete or type II censored samples requires the determination via simulation of percentage points of the distribution of certain pivotal quantities. Tables have been published for a limited range of sample sizes and are scattered through the literature. The program Pivotal.exe described in this article performs these calculations for user-selected sample sizes and percentiles of interest. The software is also applicable to inference on series systems of identical Weibull distributed components and for analyzing the results of sudden death tests. The software allows the output of 10,000 paired values of the ML estimates of the Weibull shape and scale parameters that can be postprocessed using spreadsheet-based software to provide Operating characteristic (OC) curves for hypothesis tests on a Weibull percentile. Confidence intervals on reliability. Prediction intervals for a future value.
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