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系统科学与数学 2008
A Generalized Lower Confidence Limit for the Reliability Life of a Two-Parameter Exponential Distribution
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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.