Minimum area confidence regions and their coverage probabilities for type-II censored exponential data
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Based on a doubly type-II censored sample, a joint confidence region with minimum area is provided for the location and scale parameter of the exponential distribution. In the type-II right censored case, explicit formulas for the associated (expected) minimum area and the coverage probabilities of false parameters are derived. For both quality measures, area and coverage probabilities, comparisons are made to confidence regions known from the literature. Finally, a real data application is presented.
KeywordsTwo-parameter exponential distribution Type-II censoring Confidence region Expected volume Coverage probability
Mathematics Subject Classification62F25 62N02
The authors would like to thank the associate editor and the referees for their careful reading and constructive comments.
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