• Confidence Intervals Based on Corrected Likelihood Ratio Tests for Parallel Systems with Covariates
Ayman Baklizi, Isa Daud and Noor Akma Ibrahim
Abstract. The problem of interval estimation for the regression parameter of the model of parallel systems with covariates is investigated. Intervals based on inverted likelihood ratio tests were considered. Two corrections to the likelihood ratio statistic were examined, the Bartlett correction and the mean and variance correction (Dicicco [4]). A simulation study is conducted to investigate the coverage probability and the symmetry of upper and lower error probabilities for various degrees of time censoring. It is found that the uncorrected intervals perform equally well as that of the corrected ones, except when the sample size is small and the censoring is heavy. In this case, intervals based on the mean and variance correction perform very well.