a motaei - Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran.
s.t.a niaki - Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran.
n fard - Department of Mechanical and Industrial Engineering, Northeastern University, ۳۳۴ Snell Engineering Center, ۳۶۰ Huntington Avenue, Boston,MA ۰۲۱۱۵, USA.

A method for constructing confidence intervals on parameters of a continuous probability distribution is developed in this paper. The objective is to present a model for an uncertainty represented byparameters of a probability density function. As an application, confidence intervals for the twoparameters of the Weibull distribution along with their joint confidence interval are derived. The modeladmits complete data, as well as censored data. The estimation accuracy of the proposed model iscompared to those of the existing procedures by a numerical method. The validation analysis shows that the estimation accuracy of the proposed model lead to an encouraging conclusion. It is shown that improper use of available information in the data that affects the width of the confidence intervals obtained by the existing procedures. It does not affect the coverage of the proposed confidence interval method.

Confidence Interval,Uncertainty,Sufficient Statistics,Weibull Distribution,Type-I Censoring,Type-II Censoring