Confidence intervals for the quantiles of the Weibull distribution based on record values

Abstract

We consider likelihood-based and bootstrap confidence intervals for the quantiles based on record values from the Weibull distribution. We developed also intervals for the difference of quantiles based on two independent samples. The Confidence intervals considered include intervals based on the asymptotic normality of the maximum likelihood estimator, bootstrap-t, bootstrap-t with bootstrap estimated variance and bootstrap percentile intervals are derived. Simulation studies are conducted to investigate and compare the performance of the estimators and intervals under a variety of experimental condition,. © 2008 Nova Science Publishers, Inc.