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Optimal design of inspection times for interval censoring

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Abstract

We treat optimal equidistant and optimal non-equidistant inspection times for interval censoring of exponential distributions. We provide in particular a new approach for determining the optimal non-equidistant inspection times. The resulting recursive formula is related to a formula for optimal spacing of quantiles for asymptotically best linear estimates based on order statistics and to a formula for optimal cutpoints by the discretisation of continuous random variables. Moreover, we show that by the censoring with the optimal non-equidistant inspection times as well as with optimal equidistant inspection times, there is no loss of information if the number of inspections is converging to infinity. Since optimal equidistant inspection times are easier to calculate and easier to handle in practice, we study the efficiency of optimal equidistant inspection times with respect to optimal non-equidistant inspection times. Moreover, since the optimal inspection times are only locally optimal, we also provide some results concerning maximin efficient designs.

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  • 12 September 2019

    Unfortunately, due to a technical error, the articles published in issues 60:2 and 60:3 received incorrect pagination. Please find here the corrected Tables of Contents. We apologize to the authors of the articles and the readers.

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Acknowledgements

The authors gratefully acknowledge support from the Collaborative Research Center “Statistical Modelling of Nonlinear Dynamic Processes” (SFB 823, B4) of the German Research Foundation (DFG). Additionally, the authors thank the two unknown referees for their helpful remarks and suggestions.

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Correspondence to Nadja Malevich.

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Malevich, N., Müller, C.H. Optimal design of inspection times for interval censoring. Stat Papers 60, 449–464 (2019). https://doi.org/10.1007/s00362-018-01067-7

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