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On a smallest confidence region for a location–scale parameter in progressively type-II censored lifetime experiments

Author

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  • Bedbur, S.
  • Kamps, U.
  • Lennartz, J.M.

Abstract

Based on independent samples of progressively type-II censored order statistics, a two-dimensional confidence region for the parameters of an underlying distribution out of a location–scale family is provided, which has smallest area within a wide class of confidence regions.

Suggested Citation

  • Bedbur, S. & Kamps, U. & Lennartz, J.M., 2019. "On a smallest confidence region for a location–scale parameter in progressively type-II censored lifetime experiments," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
    • Handle: RePEc:eee:stapro:v:154:y:2019:i:c:19
    DOI: 10.1016/j.spl.2019.06.021
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    References listed on IDEAS

    as
    1. Jin Zhang, 2017. "Minimum volume confidence sets for parameters of normal distributions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 101(3), pages 309-320, July.
    2. 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.
    3. Liu, W. & Hayter, A.J., 2007. "Minimum Area Confidence Set Optimality for Confidence Bands in Simple Linear Regression," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 181-190, March.
    4. Jeyaratnam, S., 1985. "Minimum volume confidence regions," Statistics & Probability Letters, Elsevier, vol. 3(6), pages 307-308, October.
    5. Stefan Bedbur & Udo Kamps & Jens M. Lennartz, 2019. "Confidence regions for Pareto parameters from a single and independent samples," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(13), pages 3341-3359, July.
    Full references (including those not matched with items on IDEAS)

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