Accuracy of approx confidence bounds using censored Weibull regression data from accelerated life tests

摘要

For censored Weibull regression data arising from typical accelerated life tests (ALTs), the performance of small-sample normal-theory confidence intervals is summarized by three points: (1) they have highly asymmetric error rates; (2) they can be extremely anti-conservative; and (3) these effects worsen when higher confidence levels are used. Likelihood-ratio-based confidence intervals have much more symmetric error rates which are not as extremely anti-conservative as normal-theory intervals can be. For typical ALTs, likelihood-ratio-based confidence intervals are better than those based on asymptotic normal theory. Likelihood-ratio-based confidence intervals require more computation than intervals based on the asymptotic normality of the maximum-likelihood estimators. The resource spent on computing is, however, usually very small compared to the other costs involved in an ALT.