Optimal design of inspection times for interval censoring
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We treat optimal equidistant and optimal non-equidistant inspection times for interval censoring of exponential distributions. We provide in particular a new approach for determining the optimal non-equidistant inspection times. The resulting recursive formula is related to a formula for optimal spacing of quantiles for asymptotically best linear estimates based on order statistics and to a formula for optimal cutpoints by the discretisation of continuous random variables. Moreover, we show that by the censoring with the optimal non-equidistant inspection times as well as with optimal equidistant inspection times, there is no loss of information if the number of inspections is converging to infinity. Since optimal equidistant inspection times are easier to calculate and easier to handle in practice, we study the efficiency of optimal equidistant inspection times with respect to optimal non-equidistant inspection times. Moreover, since the optimal inspection times are only locally optimal, we also provide some results concerning maximin efficient designs.
KeywordsOptimal inspection times Exponential distribution Optimal spacing of quantiles Maximin efficient designs Interval-censored data
The authors gratefully acknowledge support from the Collaborative Research Center “Statistical Modelling of Nonlinear Dynamic Processes” (SFB 823, B4) of the German Research Foundation (DFG). Additionally, the authors thank the two unknown referees for their helpful remarks and suggestions.
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