Multi-sample progressive Type-I censoring of exponentially distributed lifetimes

Communication in Statistics- Theory and Methods, vol. 50, pp. 5285–5313

Abstract

In this paper, we introduce the multi-sample progressive Type-I censoring model where k≥2 independent progressively Type-I censored experiments are conducted. The main objective is the derivation of the exact distribution of the maximum likelihood estimator (MLE) of the scale parameter when the lifetimes are exponentially distributed. The presented results provide also an alternative proof for the exact distribution of the MLE in the situation of a single progressively Type-I censored sample. Further, we use this result to construct exact confidence intervals for the scale parameter. In particular, the required stochastic monotonicity of the MLE is shown.

Authors 3

1. Erhard Cramer corresponding Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   Institute of Statistics, RWTH Aachen University, Aachen, Germany

2. Julian Górny Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   Institute of Statistics, RWTH Aachen University, Aachen, Germany

3. Benjamin Laumen Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   Institute of Statistics, RWTH Aachen University, Aachen, Germany