Unbiased estimation in type II censored samples from a one-truncation parameter density

Abstract

We consider uniform minimum variance unbiased estimation of a U-estimable function when the sample is (singly) Type II censored and comes from a one-truncation parameter density f(x;θ) = h(x) q(θ). An explicit expression for the estimator is derived. Shortest length confidence interval for q(θ) is obtained.

Keywords:

• type ii censoring
• minimum variance unbiased estimation
• one-truncation parameter density
• pivot
• shortest length confidence interval