Effects of censoring on the robustness of exponential-based confidence intervals for median lifetime

Abstract

Statistical procedures for constructing confidence intervals for median lifetime often rest on a distributional assumption for failure times.This paper explores the interplay between censoring levels and robustness for two construction procedures based on exponential lifetime, subject to general right-censoring. Data are simulated from nearby Weibull distributions. As expected, the simulations indicate that when the exponential assumption is not satisfied, observed coverage by the confidence intervals may differ substantially from the specified coverage level. The marked improvement in the robustness properties of the intervals as the level of censoring increases suggests questions for future research.

Keywords:

• censoring robustness
• confidence intervals
• median lifetime
• exponential
• Weibull