Third-order inference for the Weibull distribution

Recent third-order likelihood analysis theory is applied to obtain improved confidence intervals for scalar component interest parameters of the Weibull model. This theory involves implicit but appropriate conditioning and marginalization. Both the censored and complete Weibull models are examined where primary interest is focussed on assessing the shape, scale or median parameter. The simulation results indicate the increased accuracy of this method relative to the conventional first-order likelihood ratio and Wald departure procedures. Applications to strike duration data are presented.