Two Sided Confidence Intervals for an Exponential Parameter from a Life Test with Type I and Type II Censoring.
MISSOURI UNIV-COLUMBIA DEPT OF STATISTICS
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A life test on items assumed to have an exponential lifetime is often designed with type I censoring, type II censoring or both. In type I censoring, n items are placed on test and observed for a fixed time t, while in type II censoring the test terminates with the rth failure, where r is a preassigned integer. If these schemes are combined, the test terminates at mint, tau sub r where Tau sub r is the time of the rth failure. Procedures for estimating the exponential parameter from this combined scheme were first considered by Epstein. Epstein established one sided confidence intervals for this parameter. This report reviews Epsteins work and establishes two sided confidence intervals. The confidence intervals are expressed in terms of time on test and chi-square percentiles with the degrees of freedom depending on the number of observed failures. An expression for the expected length of the confidence intervals is also derived. Author
- Statistics and Probability
- Manufacturing and Industrial Engineering and Control of Production Systems