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Exact Inference for the pth-Quantile and the Reliability of the Two-Parameter Exponential Distribution with Singly Type II Censoring: A Standard Approach
Authors:D S Paolino
Institution:1. Department of Mechanical Engineering , Politecnico di Torino , Torino, Italy davide.paolino@polito.it
Abstract:Starting from a standard pivot, exact inference for the pth-quantile and for the reliability of the two-parameter exponential distribution in case of singly Type II censored samples is developed in this article. Fernandez (2007 Fernandez , A. J. ( 2007 ). On calculating generalized confidence intervals for the two-parameter exponential reliability function . Statistics 41 : 129135 .Taylor & Francis Online], Web of Science ®] Google Scholar]) first obtained some of the results proposed in this article, but, differently from what are proposed here, and developed his theory starting from a generalized pivot. An illustrative example shows that, with the expressions proposed in this article, it is also possible to overcome some shortcomings raising from the formulas by Fernandez (2007 Fernandez , A. J. ( 2007 ). On calculating generalized confidence intervals for the two-parameter exponential reliability function . Statistics 41 : 129135 .Taylor & Francis Online], Web of Science ®] Google Scholar]). Finally, a new expression for the moments of the pivot is obtained.
Keywords:Confidence interval  Failure censoring  Order statistics  Pivotal quantity
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