A comparison of confidence interval procedures in censored life testing problems.
Coleman, William Eugene
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Obtaining a confidence interval for a parameter[ A] of an exponential distribution is a frequent occurrence in life testing problems. Often- times the test plan used is one in which all the observations are censored at the same time point to. Several approximate confidence interval procedures are available in the statistical literature; however, to the knowledge of the author, the performance characteristics of the various approximations used in these procedures have not been established analytically. The purpose of this paper is to report the results of an empirical study of the performance of four of these procedures with respect to the expected length of the interval, the variance of the interval length, and the coverage probability.
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