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Simultaneous confidence intervals for the quantile differences of several two-parameter exponential distributions under the progressive type II censoring scheme
Journal of Statistical Computation and Simulation ( IF 1.2 ) Pub Date : 2020-05-19 , DOI: 10.1080/00949655.2020.1762084
Ahad Malekzadeh 1 , Mahmood Kharrati-Kopaei 2
Affiliation  

We consider the problem of constructing simultaneous confidence intervals (SCIs) for the pairwise quantile differences of several heterogeneous two-parameter exponential distributions when the data are censored under a progressive Type II censoring scheme. We propose three simulation-based SCIs and a classic set of SCIs for pairwise quantile differences when a fixed value of a percentage is given. We also discuss constructing SCIs for pairwise quantile differences simultaneously for all values of percentages. Further, we discuss the properties of the proposed SCIs theoretically. Then, we evaluate the methods via an extensive simulation study. The results show that the sets of classic SCIs and the one which is based on the fiducial generalized concept can be recommended for different scenarios. Finally, the results are illustrated by an example.

中文翻译:

渐进式 II 型删失方案下几个双参数指数分布的分位数差异的同时置信区间

当数据在渐进式 II 型审查方案下审查时,我们考虑为几个异质双参数指数分布的成对分位数差异构建同时置信区间 (SCI) 的问题。当给出固定的百分比值时,我们提出了三个基于模拟的 SCI 和一组经典的 SCI,用于成对分位数差异。我们还讨论了为所有百分比值同时构建成对分位数差异的 SCI。此外,我们从理论上讨论了所提出的 SCI 的特性。然后,我们通过广泛的模拟研究来评估这些方法。结果表明,经典 SCI 集和基于基准广义概念的 SCI 集可以推荐用于不同的场景。最后,通过一个例子来说明结果。
更新日期:2020-05-19
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