Bayes-Fiducial Inference for the Weibull Distribution

Abstract

Procedures are developed for specifying confidence intervals, from possibly censored data, for any characteristic of a two-parameter Weibull population. Although the methods are formally Bayesian, they have exact relative frequency interpretation for uncensored and Type II censored data. Some simulation results are given to indicate relative frequency behavior for Type 1 censoring, and for comparison to other methods.