IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v44y2015i14p3001-3010.html
   My bibliography  Save this article

Confidence Intervals for Quantiles of a Two-parameter Exponential Distribution under Progressive Type-II Censoring

Author

Listed:
  • N. Balakrishnan
  • A. J. Hayter
  • W. Liu
  • S. Kiatsupaibul

Abstract

Confidence intervals for the pth-quantile Q of a two-parameter exponential distribution provide useful information on the plausible range of Q, and only inefficient equal-tail confidence intervals have been discussed in the statistical literature so far. In this article, the construction of the shortest possible confidence interval within a family of two-sided confidence intervals is addressed. This shortest confidence interval is always shorter, and can be substantially shorter, than the corresponding equal-tail confidence interval. Furthermore, the computational intensity of both methodologies is similar, and therefore it is advantageous to use the shortest confidence interval. It is shown how the results provided in this paper can apply to data obtained from progressive Type II censoring, with standard Type II censoring as a special case. The applications of more complex confidence interval constructions through acceptance set inversions that can employ prior information are also discussed.

Suggested Citation

  • N. Balakrishnan & A. J. Hayter & W. Liu & S. Kiatsupaibul, 2015. "Confidence Intervals for Quantiles of a Two-parameter Exponential Distribution under Progressive Type-II Censoring," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(14), pages 3001-3010, July.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:14:p:3001-3010
    DOI: 10.1080/03610926.2013.813051
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2013.813051
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2013.813051?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. J. M. Lennartz & S. Bedbur & U. Kamps, 2021. "Minimum area confidence regions and their coverage probabilities for type-II censored exponential data," Statistical Papers, Springer, vol. 62(1), pages 171-191, February.
    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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:44:y:2015:i:14:p:3001-3010. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.