Exact inference and prediction for k-sample exponential case under type-ii censoring

Abstract

The exact inference and prediction intervals for the K-sample exponential scale parameter under doubly Type-II censored samples are derived using an algorithm of Huffer and Lin [Huffer, F.W. and Lin, C.T., 2001, Computing the joint distribution of general linear combinations of spacings or exponen-tial variates. Statistica Sinica, 11, 1141–1157.]. This approach provides a simple way to determine the exact percentage points of the pivotal quantity based on the best linear unbiased estimator in order to develop exact inference for the scale parameter as well as to construct exact prediction intervals for failure times unobserved in the ith sample. Similarly, exact prediction intervals for failure times of units from a future sample can also be easily obtained.

Keywords:

• Order statistics
• Normalized spacings
• Exponential distribution
• Best linear unbiased estimator
• K-sample doubly Type-II censored sample

Acknowledgement

We thank the referee for suggesting some changes which led to an improvement in the presentation of this paper.