A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense. The proposed method is general and does not require any distributional assumptions. It can be applied to both frequentist and Bayesian inference where interval estimates are desired. We provide theoretical results for t...

The stress–strength analysis is investigated for a multicomponent system, where all strength variables of components follow generalized exponential distribution and are subject to the distributed stress. estimation methods maximum likelihood Bayesian utilized infer system reliability. For method, informative non-informative priors combined with three loss functions considered. Because computati...

Previous studies have mostly considered the competing risks to be independent even when the interpretation of the failure modes implies dependency. This paper studies the dependent competing risks model from Gompertz distribution under Type-I progressively hybrid censoring scheme. We derive the maximum likelihood estimations of the model parameters, and then the asymptotic likelihood theory and...

The unified hybrid censoring is a mixture of generalized Type-I and Type-II hybrid censoring schemes. This article presents the statistical inferences on Generalized Exponential Distribution parameters when the data are obtained from the unified hybrid censoring scheme. It is observed that the maximum likelihood estimators can not be derived in closed form. The EM algorithm for computing the ma...

A new life performance index is proposed for evaluating the quality of lifetime products. The maximum likelihood estimation method and Bayesian approaches using informative non-informative prior distributions are utilized to infer parameters Weibull distribution under a Type-I hybrid censoring scheme. Monte Carlo simulation results show that two outperform in terms measures relative bias, mean ...

This teaching note starts with a demonstration of a straightforward procedure using Mplus Version 6 to produce a bias-corrected (BC) bootstrap confidence interval for testing a specific mediation effect in a complex latent variable model. The procedure is extended to constructing a BC bootstrap confidence interval for the difference between two specific mediation effects. The extended procedure...

Standard flood return level estimation is based on extreme value analysis assuming independent extremes, i.e. fitting a model to excesses over a threshold or to annual maximum discharge. The assumption of independence might not be justifiable in many practical applications. The dependence of the daily run-off observations might in some cases be carried forward to the annual maximum discharge. U...

We investigate data tapering in two formulations of empirical likelihood for time series. One empirical likelihood is formed from tapered data-blocks in the time-domain and a second is based on the tapered periodogram in the frequency-domain. Limiting distributions are provided for both empirical likelihood versions under tapering. Theoretical and simulation evidence indicate that a data taper ...

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