Construction confidence interval for a linear combination of parameters of the two-parameter exponential distribution under type II progressive censoring

Document Type : Research Paper

Author

aDepartment of Computer Science and Statistics, Faculty of Mathematics, K. N. Toosi university of Technology, P.O. Box 16765-3381, Tehran, Iran

Abstract

In this paper, to establish general and shortest confidence interval, for a linear combination of parameters of the two-parameter exponential distribution, we introduce a pivotal quantity. In the case of two populations, we use the method of variance estimate recovery and generalized pivotal quantities to construct a confidence interval for the difference of them. Based on the shortest confidence interval, we present a simple method to obtain its percentiles, and which a shorter confidence interval can be constructed. Also, the performances of the presented methods are studied by real data examples and simulations.

Keywords

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Volume 14, Issue 1
January 2023
Pages 3071-3082
  • Receive Date: 24 April 2021
  • Revise Date: 11 December 2021
  • Accept Date: 26 December 2021