Exact Interval Estimation for the Scale Family Under General Progressive Type-II Censoring

Abstract

In this article, we consider a general progressively Type-II censored life test where the lifetime distribution of each test unit belongs to the scale family. We derive an exact confidence interval for the scale parameter. Using Monte Carlo simulation method, we assess the expected lower and upper limits of the proposed confidence interval for the exponential distribution. Finally, we present a numerical example to illustrate the proposed procedure.

Keywords:

• Interval estimation
• Progressive Type-II censoring
• Scale family

Mathematics Subject Classification:

• 62N02
• 62N05

Acknowledgments

The author thanks the Editor and the referees for their detailed comments and suggestions which helped to improve this manuscript. This work was supported by Foundation of Ministry of Education of China Under Grant No. 12YJA910005.