Mathematical Properties of Progressively Type-II Right Censored Order Statistics

We mentioned earlier in Chapter 1 that marginal distributions of progressively Type-II right censored order statistics (except for the first one, X_1:m:n ), unlike usual order statistics, are quite complicated and cumbersome and are not easily obtained (Try it — you won’t like it!). However, certain joint marginal distributions are readily obtained and they do aid in studying mathematical properties of progressively Type-II censored order statistics and also in developing inferential procedures based on progressively censored samples. Furthermore, they aid in providing some efficient algorithms for simulating progressively Type-II censored samples.