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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.
MSC:
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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References:
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