On the Confidence Limits for the Mean of Weibull Distributions

The mean of products is an important performance index in reliability analysis. It is difficult to gain the exact confidence limits for the mean of Weibull distribution with two parameters, because there is no evident pivotal quantity for the mean. In this paper, we get the approximate confidence limits for the mean of Weibull distribution with two parameters by generalized pivotal quantity, WCF approximation and third-order procedure. Numerical examples are presented to show the accuracy of the methods when the sample is moderate and small.