A COMPARISON OF CONFIDENCE INTERVAL PROCEDURES IN CENSORED LIFE TESTING PROBLEMS.
Abstract
Obtaining a confidence interval for a parameter lambda of an exponential distribution is a frequent occurrence in life testing problems. Oftentimes the test plan used is one in which all the observations are censored at the same time point. 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. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1970
- Accession Number
- AD0709062
Entities
People
- William Eugene Coleman
Organizations
- Naval Postgraduate School