The problems of constructing prediction and tolerance intervals
were considered for Weibull regression models. On the extreme value
distribution scale, the models have the linear form y = Xβ + σ z ,
=NM
where y is the transformed random response vector, X is the nxq
matrix containing values of the regressor variables, β is a vector of
unknown regression coefficients, σ is an unknown scale parameter and
z is a vector of independent standard extreme value distributed error
terms. The intervals constructed include two-sided prediction
intervals and one-sided tolerance intervals. Further, one-sided
confidence bands were developed for percentiles. The interval
procedures can be applied for randomly right-censored data or
uncensored data. Maximum likelihood estimation was used in the
the bootstrap technique for constructing the various intervals.
A simulation study was performed to investigate the accuracy of the
procedures in complete sample cases. From the simulation study, the
bootstrap intervals were found to have accurate confidence levels
