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Minimum area confidence regions and their coverage probabilities for type-II censored exponential data

Author

Listed:
  • J. M. Lennartz

    (RWTH Aachen University)

  • S. Bedbur

    (RWTH Aachen University)

  • U. Kamps

    (RWTH Aachen University)

Abstract

Based on a doubly type-II censored sample, a joint confidence region with minimum area is provided for the location and scale parameter of the exponential distribution. In the type-II right censored case, explicit formulas for the associated (expected) minimum area and the coverage probabilities of false parameters are derived. For both quality measures, area and coverage probabilities, comparisons are made to confidence regions known from the literature. Finally, a real data application is presented.

Suggested Citation

  • J. M. Lennartz & S. Bedbur & U. Kamps, 2021. "Minimum area confidence regions and their coverage probabilities for type-II censored exponential data," Statistical Papers, Springer, vol. 62(1), pages 171-191, February.
    • Handle: RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-019-01087-x
    DOI: 10.1007/s00362-019-01087-x
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    References listed on IDEAS

    as
    1. Ping Chan & Hon Ng & Feng Su, 2015. "Exact likelihood inference for the two-parameter exponential distribution under Type-II progressively hybrid censoring," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(6), pages 747-770, August.
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    3. Shu-Fei Wu, 2010. "Interval estimation for the two-parameter exponential distribution under progressive censoring," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(1), pages 181-189, January.
    4. Jin Zhang, 2018. "Minimum Volume Confidence Sets for Two-Parameter Exponential Distributions," The American Statistician, Taylor & Francis Journals, vol. 72(3), pages 213-218, July.
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    6. N. Balakrishnan & A. J. Hayter & W. Liu & S. Kiatsupaibul, 2015. "Confidence Intervals for Quantiles of a Two-parameter Exponential Distribution under Progressive Type-II Censoring," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(14), pages 3001-3010, July.
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