Transformation Approaches for the Construction of Weibull Prediction Interval

• المؤلفون الرئيسيون: YANG, Zhenlin, SEE, Stanley P., XIE, Min
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2003
• الموضوعات: Box-Cox transformation; Coverage probability; Kullback-Leibler information; Prediction interval; Weibull distribution; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/196; https://ink.library.smu.edu.sg/context/soe_research/article/1195/viewcontent/Transformation_Weibull_prediction_2003.pdf

Two methods of transforming the Weibull data to near normality, namely the Box-Cox method and Kullback-Leibler (KL) information method, are discussed and contrasted. A simple prediction interval (PI) based on the better KL information method is proposed. The asymptotic property of this interval is e...