Confidence intervals for the two-parameter exponential reliability with type II censored data

Abstract

We consider interval estimation of the reliability of the two-parameter exponential distribution.We consider asymptotic intervals, Bayesian, as well as intervals based on the generalized pivot variable. Transformations to improve the accuracy of the intervals were also investigated. We also include some other well-known intervals in the literature in our comparisons. The performance of these intervals is investigated and compared in terms of their coverage probabilities and expected lengths using simulation.