Journal
NAVAL RESEARCH LOGISTICS
Volume 51, Issue 7, Pages 994-1004Publisher
WILEY
DOI: 10.1002/nav.20038
Keywords
maximum likelihood estimator; likelihood inference; hybrid censoring; exponential distribution; life testing
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Chen and Bhattacharyya [Exact confidence bounds for an exponential parameter under hybrid censoring, Commun Statist Theory Methods 17 (1988), 1857-1870] considered a hybrid censoring scheme and obtained the exact distribution of the maximum likelihood estimator of the mean of an exponential distribution along with an exact lower confidence bound. Childs et al. [Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution, Ann Inst Statist Math 55 (2003), 319-330] recently derived an alternative simpler expression for the distribution of the MLE. These authors also proposed a new hybrid censoring scheme and derived similar results for the exponential model. In this paper, we propose two generalized hybrid censoring schemes which have some advantages over the hybrid censoring schemes already discussed in the literature. We then derive the exact distribution of the maximum likelihood estimator as well as exact confidence intervals for the mean of the exponential distribution under these generalized hybrid censoring schemes. (C) 2004 Wiley Periodicals, Inc.
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