The Best Confidence Interval of Failure Rate Parameters Proportion on Censored Data (I): Existing, Algorithm And Application

Let two independent random variables X and Y obey exponential distribution f1 ( x , λ1 ), f2 ( x, λ 2 ), respectively. Random variables X and Y usually describe the life of system, and the parameter A indicates the failure rate of system in the reliable project. The confidence interval of failure rate parameters proportion can judge the difference of two different product average failure rate, so, it is very important to obtain a reliable and accurate interval estimation of parameters proportion. Therefore, the reliability and precision must be thought. The common index describing precision is interval length, the shorter the length of confidence interval, the better it is. The conception of possessing uniformly minimum mean length confidence interval (the best confidence interval) was introduced, which directly described precision of the best confidence interval. The interval estimation about the failure rate parameters proportion based on censored data, possessing the uniformly minimum mean length interval and exiting of the best confidence interval and method of numerical calculation were studied, then an example was given.