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Conditional inference procedures for the Laplace distribution when the observed samples are progressively censored

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Abstract.

In this paper, we develop procedures for obtaining confidence intervals for the parameters of a Laplace distribution as well as upper and lower γ probability tolerance intervals for a proportion β, given a progressively Type-II right censored sample from the Laplace distribution. The intervals are obtained by conditioning on the observed values of the ancillary statistics. The intervals are exact, do not require numerical integration, and generalize the work of Childs and Balakrishnan (1996) who considered the conventional Type-II right censored case.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada L8S 4K1, , , , , , CA

    Aaron Childs & N. Balakrishnan

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  1. Aaron Childs
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  2. N. Balakrishnan
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Received: February 2000

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Childs, A., Balakrishnan, N. Conditional inference procedures for the Laplace distribution when the observed samples are progressively censored. Metrika 52, 253–265 (2000). https://doi.org/10.1007/s001840000092

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  • DOI: https://doi.org/10.1007/s001840000092

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