Exact Likelihood Inference for an Exponential Parameter under a Multi-Sample Type-II Progressive Hybrid Censoring Model

Abstract

This paper introduces multi-sample Type-II progressive hybrid censoring which allows to incorporate data from independently conducted Type-II (progressive) hybrid censored experiments for the first time. Assuming exponentially distributed lifetimes with mean the maximum likelihood estimator of is obtained and its exact distribution is established. Moreover, we propose an exact confidence interval as well as two asymptotic confidence intervals for the unknown mean. The results are illustrated by simulations and a data set.