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

J. M. Lennartz, S. Bedbur () and U. Kamps
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J. M. Lennartz: RWTH Aachen University
S. Bedbur: RWTH Aachen University
U. Kamps: RWTH Aachen University

Statistical Papers, 2021, vol. 62, issue 1, No 9, 191 pages

Abstract: 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; 62F25; 62N02 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00362-019-01087-x

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