On interval estimation of the coefficient of variation for the three-parameter Weibull, lognormal and gamma distribution: A simulation-based approach
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References listed on IDEAS
- Lawrence Fisher, 1959. "Determinants of Risk Premiums on Corporate Bonds," Journal of Political Economy, University of Chicago Press, vol. 67, pages 217-217.
- Reh, Wolfgang & Scheffler, Bernard, 1996. "Significance tests and confidence intervals for coefficients of variation," Computational Statistics & Data Analysis, Elsevier, vol. 22(4), pages 449-452, August.
- Pang, Wan-Kai & Hou, Shui-Hung & Yu, Bosco W. T. & Li, Ken W. K., 2004. "A simulation based approach to the parameter estimation for the three-parameter gamma distribution," European Journal of Operational Research, Elsevier, vol. 155(3), pages 675-682, June.
- Stelios H. Zanakis, 1979. "Extended Pattern Search with Transformations for the Three-Parameter Weibull MLE Problem," Management Science, INFORMS, vol. 25(11), pages 1149-1161, November.
- Kappenman, Russell F., 1985. "Estimation for the three-parameter Weibull, lognormal, and gamma distributions," Computational Statistics & Data Analysis, Elsevier, vol. 3(1), pages 11-23, May.
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- Santosh B. Rane & Yahya A. M. Narvel, 2016. "Reliability assessment and improvement of air circuit breaker (ACB) mechanism by identifying and eliminating the root causes," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 7(1), pages 305-321, December.
- repec:spr:ijsaem:v:8:y:2017:i:2:d:10.1007_s13198-017-0678-5 is not listed on IDEAS
- Liu, Fan & Hua, Zhongsheng & Lim, Andrew, 2015. "Identifying future defaulters: A hierarchical Bayesian method," European Journal of Operational Research, Elsevier, vol. 241(1), pages 202-211.
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