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Confidence intervals for reliability functions of an exponential distribution under random censorship. (English) Zbl 0717.62025
Summary: The asymptotic normality of Bayes estimators of the reliability function of an exponential distribution based on randomly censored data is studied. A Monte-Carlo simulation is used to examine how well two large- sample confidence bands for Bayes estimators do in small and moderate samples. The results are compared with the confidence intervals for the maximum likelihood estimators.
62F12 Asymptotic properties of parametric estimators
62F15 Bayesian inference
62F25 Parametric tolerance and confidence regions
62E20 Asymptotic distribution theory in statistics
65C05 Monte Carlo methods
62N05 Reliability and life testing
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