Further studies on the scale estimation in the censored two sample accelerated life model

Abstract

Yang (1998) proposes a new class of scale estimators for the censored two sample accelerated life model. Unlike most previous results, Yang's estimators have the property that their asymptotic variance can be easily and reliably estimated, and the inferences on the scale parameter can be easily obtained. In this article, we further study the estimation function of Yang. Several new classes of weights and a new slope estimate are considered. Throughout extensive numerical studies, it was found that a new weight together with the use of the new slope results in an estimating function that improved the choices recommended by Yang.

Keywords:

• Confidence interval
• numerical studies
• variance estimation