SUMMARY Series expansions for confidence limits based on consistent estimators are obtained in the presence of nuisance parameters. The maximum likelihood estimator is treated as a special case and the necessary characteristics of its sampling distribution are obtained in terms of basic quantities derivable from the likelihood function. The theory is applied to the problem of setting separate confidence limits for the scale and shape parameters of the Weibull distribution. Comparisons are made with earlier simulation studies.
No takes yet. Share an insight, caveat, or question.
Peers et al. (1985) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: