Point and Interval Estimation for the Lifetime Distribution of a k-Unit Parallel System Based on Progressively Type-II Censored Data
Pradhan Biswabrata
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Pradhan Biswabrata: SQC & OR Unit, Indian Statistical Institute, 203, B. T. Road, Kolkata -700 108, India
Stochastics and Quality Control, 2007, vol. 22, issue 2, 175-186
Abstract:
This work considers point and interval estimation for the lifetime distribution of a k-unit parallel system assuming exponential distribution for the components lifetime. The parameter of the distribution is estimated by the maximum likelihood method based on samples which are progressively Type-II censored. The expression for Fisher's information is derived. Approximate confidence intervals are constructed based on the asymptotic distribution of the maximum likelihood estimator and log-transformed maximum likelihood estimator. The confidence levels of the approximate confidence intervals are examined via simulation. They turn out to be quite satisfactory. An approximate β-expectation tolerance interval for the life distribution is also discussed.
Keywords: Progressively Type-II censoring; maximum likelihood estimator (MLE); coverage probability; β-expectation tolerance interval (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:bpj:ecqcon:v:22:y:2007:i:2:p:175-186:n:2
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DOI: 10.1515/EQC.2007.175
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