Confidence intervals-for the scale parameter of exponential distribution based on Type II doubly censored samples

摘要

To construct a class of interval estimators of the scale parameter which are better than the shortest length affine equivariant interval both in coverage probability and in length. This paper deals with the above problem for a two-parameter exponential distribution subject to Type 11 double censoring. The proposed procedure can be repeated to make further improvement. The extension of the method leads to a smoothly improved confidence interval which improves the interval length with probability one. All improved intervals belong to the class of scale equivariant intervals. (22 refs.)