Interval Estimation of Common Scale Parameter of Two Weibull Populations with Unknown and Different Shapes

Abstract

The present paper addresses the problem of interval estimation of common scale parameter for two Weibull populations when shape parameters are unknown. The asymptotic confidence intervals, the parametric bootstrap intervals, namely, the bootstrap-p and bootstrap-t are derived. The highest posterior density intervals using the Markov chain Monte Carlo procedure have been derived. Numerical simulation is performed to see the performance of these proposed methods. A real-life example is considered for the purpose of illustration