Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Change-Point Estimation and Bootstrap Confidence Regions in Weibull Distribution

  • Published : 1999.09.01
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Abstract

We considered a change-point hazard rate model generalizing constant hazard rate model. This type of model is very popular in the sense that the Weibull and exponential distributions formulating survival time data are the special cases of it. Maximum likelihood estimation and the asymptotic properties such as the consistency and its limiting distribution of the change-point estimator were discussed. A parametric bootstrap method for finding confidence intervals of the unknown change-point was also suggested and the proposed method is explained through a practical example.

Keywords

References

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