Exact Likelihood Inference for an Exponential Parameter under a Multi-Sample Type-II Progressive Hybrid Censoring Model

American Journal of Mathematical and Management Sciences, vol. 41, pp. 101–127

Abstract

This paper introduces multi-sample Type-II progressive hybrid censoring which allows to incorporate data from k≥2 independently conducted Type-II (progressive) hybrid censored experiments for the first time. Assuming exponentially distributed lifetimes with mean ϑ, the maximum likelihood estimator of ϑ is obtained and its exact distribution is established. Moreover, we propose an exact confidence interval as well as two asymptotic confidence intervals for the unknown mean. The results are illustrated by simulations and a data set.

Authors 3

1. Marcel A. K. Jansen Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   Institute of Statistics, RWTH Aachen University, Aachen, Germany

2. Erhard Cramer corresponding Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   Institute of Statistics, RWTH Aachen University, Aachen, Germany

3. Julian Górny Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   Institute of Statistics, RWTH Aachen University, Aachen, Germany