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Minimum area confidence regions and their coverage probabilities for type-II censored exponential data

  • J. M. Lennartz
  • S. BedburEmail author
  • U. Kamps
Regular Article
  • 10 Downloads

Abstract

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.

Keywords

Two-parameter exponential distribution Type-II censoring Confidence region Expected volume Coverage probability 

Mathematics Subject Classification

62F25 62N02 

Notes

Acknowledgements

The authors would like to thank the associate editor and the referees for their careful reading and constructive comments.

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Institute of StatisticsRWTH Aachen UniversityAachenGermany

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