Parametric simultaneous confidence bands for cumulative distributions from censored data

Shuen Lin Jeng, William Q. Meeker

研究成果: Article同行評審

12 引文 斯高帕斯(Scopus)


This article describes existing methods and develops new methods for constructing simultaneous confidence bands for a cumulative distribution function. Our results are built on extensions of previous work by Cheng and Iles for two-sided and one-sided bands, respectively. Cheng and Iles used Wald statistics with (expected) Fisher information. We consider three alternatives-Wald statistics with observed Fisher information, Wald statistics with local information, and likelihood ratio statistics. We compare standard large-sample approximate methods with simulation or bootstrap-calibrated versions of the same methods. For (log-) location-scale distributions with complete or failure (Type II) censoring, the bootstrap methods have the correct coverage probability. A simulation for the Weibull distribution and time-censored (Type I) data shows that bootstrap methods provide coverage probabilities that are closer to nominal than those based on the usual large-sample approximations. We illustrate the methods with examples from product-life analysis and nondestructive evaluation probability of detection.

頁(從 - 到)450-461
出版狀態Published - 2001 11月

All Science Journal Classification (ASJC) codes

  • 統計與概率
  • 建模與模擬
  • 應用數學


深入研究「Parametric simultaneous confidence bands for cumulative distributions from censored data」主題。共同形成了獨特的指紋。