Multi-sample progressive Type-I censoring of exponentially distributed lifetimes

Erhard Cramer, Julian Górny and Benjamin Laumen

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 22, 5285-5313

Abstract: In this paper, we introduce the multi-sample progressive Type-I censoring model where k≥2 independent progressively Type-I censored experiments are conducted. The main objective is the derivation of the exact distribution of the maximum likelihood estimator (MLE) of the scale parameter when the lifetimes are exponentially distributed. The presented results provide also an alternative proof for the exact distribution of the MLE in the situation of a single progressively Type-I censored sample. Further, we use this result to construct exact confidence intervals for the scale parameter. In particular, the required stochastic monotonicity of the MLE is shown.

Date: 2021
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DOI: 10.1080/03610926.2020.1728328

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