Computing optimal confidence sets for Pareto models under progressive censoring

作者：

Highlights：

• Smallest-area joint confidence regions for the Pareto parameters are determined.

• The proposed procedure is valid for standard and progressive type II censoring.

• The reduction in area is substantial in most cases, and impressive sometimes.

• Shortest-length confidence intervals for the Pareto parameters are provided.

• Confidence bands for the Pareto reliability function may also be derived.

摘要

•Smallest-area joint confidence regions for the Pareto parameters are determined.•The proposed procedure is valid for standard and progressive type II censoring.•The reduction in area is substantial in most cases, and impressive sometimes.•Shortest-length confidence intervals for the Pareto parameters are provided.•Confidence bands for the Pareto reliability function may also be derived.

论文关键词：62F25,62N01,62N05,Pareto distribution,Progressive censoring,Fiducial distribution,Optimal confidence regions,Lifetime data,Confidence bands

论文评审过程：Received 15 May 2013, Available online 21 September 2013.

论文官网地址：https://doi.org/10.1016/j.cam.2013.09.014