Interval Estimation of Parameters of Life From Progressively Censored Data

Abstract

A conditional method of inference is used to derive exact confidence intervals for several life characteristics such as location, scale, quantiles, and reliability when the data are Type II progressively censored. The method is shown to be feasible and practical, although a computer program may be required for its implementation. The method is applied for the purpose of illustration to the extreme-value and the one- and two-parameter exponential models. Prediction limits for the lifelength of future units are also discussed. An example consisting of data from an accelerated test on insulating fluid reported by Nelson is used for illustration and comparison.

KEY WORDS:

• Ancillary statistic
• Conditional inference
• Prediction interval
• Quantile
• Reliability
• Spacings