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Multi-sample progressive Type-I censoring of exponentially distributed lifetimes

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  • Erhard Cramer
  • Julian Górny
  • Benjamin Laumen

Abstract

In this paper, we introduce the multi-sample progressive Type-I censoring model where k≥2 independent progressively Type-I censored experiments are conducted. The main objective is the derivation of the exact distribution of the maximum likelihood estimator (MLE) of the scale parameter when the lifetimes are exponentially distributed. The presented results provide also an alternative proof for the exact distribution of the MLE in the situation of a single progressively Type-I censored sample. Further, we use this result to construct exact confidence intervals for the scale parameter. In particular, the required stochastic monotonicity of the MLE is shown.

Suggested Citation

  • Erhard Cramer & Julian Górny & Benjamin Laumen, 2021. "Multi-sample progressive Type-I censoring of exponentially distributed lifetimes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(22), pages 5285-5313, November.
    • Handle: RePEc:taf:lstaxx:v:50:y:2021:i:22:p:5285-5313
    DOI: 10.1080/03610926.2020.1728328
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