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Smallest Confidence Region for the Parameters of Two-Parameter Exponential Distribution
Marjan Zare, Akbar Asgharzadeh , Seyed Fazel Bagheri
Abstract:   (439 Views)
In this paper, the smallest confidence region is obtained for the location and scale parameters of the two-parameter exponential distribution. For this purpose, we use constrained optimization problems. We first provide some suitable pivotal quantities to obtain a balanced confidence region. We then obtain the smallest confidence region by minimizing the area of the confidence region using the Lagrangian method. Two numerical examples are presented to illustrate the proposed methods. Finally, some applications of proposed joint confidence regions in hypothesis testing and the construction of confidence bands are discussed.
Keywords: Joint Confidence Region, Lagrange Method, Two-Parameter Exponential Distribution.
Full-Text [PDF 6063 kb]   (104 Downloads)    
Type of Study: Research | Subject: Statistical Inference
Received: 2017/12/9 | Accepted: 2019/04/12

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