Linear Inference

We have to this point developed a number of mathematical results for progressively Type-II censored order statistics, some of which are quite elegant and intuitively pleasing, and others which may be classified by many as “the reason why mathematics is so unpopular.” However, all of the results obtained thus far enjoy real and practical. applications. One such application has already been considered, namely, computer simulation of progressively censored order statistics. We will consider in this chapter the problem of linear inference for the parameters of lifetime distributions when observed samples are progressively censored. Many results presented will be for general progressively Type-II censored samples which were introduced in Section 1.5. To obtain results for progressively Type-II right censored order statistics, we would simply set r =0.