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Optimal design of inspection times for interval censoring

Author

Listed:
  • Nadja Malevich

    (TU Dortmund University)

  • Christine H. Müller

    (TU Dortmund University)

Abstract

We treat optimal equidistant and optimal non-equidistant inspection times for interval censoring of exponential distributions. We provide in particular a new approach for determining the optimal non-equidistant inspection times. The resulting recursive formula is related to a formula for optimal spacing of quantiles for asymptotically best linear estimates based on order statistics and to a formula for optimal cutpoints by the discretisation of continuous random variables. Moreover, we show that by the censoring with the optimal non-equidistant inspection times as well as with optimal equidistant inspection times, there is no loss of information if the number of inspections is converging to infinity. Since optimal equidistant inspection times are easier to calculate and easier to handle in practice, we study the efficiency of optimal equidistant inspection times with respect to optimal non-equidistant inspection times. Moreover, since the optimal inspection times are only locally optimal, we also provide some results concerning maximin efficient designs.

Suggested Citation

  • Nadja Malevich & Christine H. Müller, 2019. "Optimal design of inspection times for interval censoring," Statistical Papers, Springer, vol. 60(2), pages 449-464, April.
    • Handle: RePEc:spr:stpapr:v:60:y:2019:i:2:d:10.1007_s00362-018-01067-7
    DOI: 10.1007/s00362-018-01067-7
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    References listed on IDEAS

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