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Conditional inference procedures for the Laplace distribution when the observed samples are progressively censored
Authors:Aaron Childs  N Balakrishnan
Institution:(1) Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada L8S 4K1, CA
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. Received: February 2000
Keywords:and Phrases: Ancillary statistics  Tolerance intervals  Confidence intervals  Order statistics  Laplace distribution            Progressive censoring  Type-II right censoring  Maximum likelihood estimators
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