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ISSN: 2333-9721
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A Generalized Lower Confidence Limit for the Reliability Life of a Two-Parameter Exponential Distribution
双参数指数分布的可靠寿命的广义置信下限

Keywords: Two-parameter exponential distribution,reliability life,type II censored data,generalized pivotal quantity,generalized confidence interval
双参数指数分布
,可靠寿命,定数截尾数据,广义枢轴量,广义置信区间

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Abstract:

Based on type II censored data, a generalized lower confidence limit is constructed for the reliability life of a two-parameter exponential distribution by using the concept of a generalized confidence interval due to Weerahandi. It is shown that the interval is exact, that is, it's coverage probability is equal to the required confidence level. The confidence limit has to be numerically obtained,however, the computation is simple and strightforward. For small sample, simulation study shows that compared to the approximate interval due to Engelhardt-Bain, the coverage probability of the confidence interval based ongeneralized lower confidence limit is more satisfactory.

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