Abstract
The problem of constructing statistical intervals for two-parameter Maxwell distribution is considered. An appropriate method of finding the maximum likelihood estimators (MLEs) is proposed. Constructions of confidence intervals, prediction intervals and one-sided tolerance limits based on suitable pivotal quantities are described. Pivotal quantities based on the MLEs, moment estimators and the modified MLEs are proposed and compared the statistical intervals based on them in terms of expected widths. Comparison studies indicate that the statistical intervals based on the MLEs offer little improvements over other interval estimates when sample sizes are small, and all intervals are practically the same even for moderate sample sizes. R functions to compute various intervals are provided and the methods are illustrated using two examples involving real data sets.