Confidence Intervals and Regions for the Generalized Inverted Exponential Distribution Based on Progressively Censored and Upper Records Data

Abstract

In this paper, we study the estimation problems for the generalized inverted exponential distribution based on progressively type-II censored order statistics and record values. We establish some theorems to construct the exact confidence intervals and regions for the parameters. Monte Carlo simulation studies are used to assess the performance of our proposed methods. Simulation results show that the coverage probabilities of the exact confidence interval and the exact confidence region are all close to the desired level. Finally, two numerical examples are presented to illustrate the methods developed here.

Keywords

• confidence interval
• joint confidence region
• pivot
• progressive type-II censoring
• record values