Journal of Applied Statistics

ISSN: 0266-4763 (Print) 1360-0532 (Online) Journal homepage: https://www.tandfonline.com/loi/cjas20

Pivotal inference for the inverse Rayleigh

distribution based on general progressively Type-II
censored samples

Yanbin Ma & Wenhao Gui

To cite this article: Yanbin Ma & Wenhao Gui (2019) Pivotal inference for the inverse Rayleigh
distribution based on general progressively Type-II censored samples, Journal of Applied Statistics,
46:5, 771-797, DOI: 10.1080/02664763.2018.1511773

To link to this article: https://doi.org/10.1080/02664763.2018.1511773

Published online: 23 Aug 2018.

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JOURNAL OF APPLIED STATISTICS
2019, VOL. 46, NO. 5, 771–797
https://doi.org/10.1080/02664763.2018.1511773

Pivotal inference for the inverse Rayleigh distribution based

on general progressively Type-II censored samples
Yanbin Ma and Wenhao Gui

Department of Mathematics, Beijing Jiaotong University, Beijing, People’s Republic of China

ABSTRACT ARTICLE HISTORY

In this paper, we consider the problem of estimating the scale param- Received 16 December 2017
eter of the inverse Rayleigh distribution based on general progres- Accepted 9 August 2018
sively Type-II censored samples and progressively Type-II censored KEYWORDS
samples. The pivotal quantity method is used to derive the estimator Approximate maximum
of the scale parameter. Besides, considering that the maximum like- likelihood estimator; Monte
lihood estimator is tough to obtain for this distribution, we derive Carlo simulation; pivotal
an explicit estimator of the scale parameter by approximating the inference; progressive Type-II
likelihood equation with Taylor expansion. The interval estimation censoring scheme; general
is also studied based on pivotal inference. Then we conduct Monte progressive Type-II censoring
Carlo simulations and compare the performance of different estima- scheme
tors. We demonstrate that the pivotal inference is simpler and more
effective. The further application of the pivotal quantity method is
also discussed theoretically. Finally, two real data sets are analyzed
using our methods.

1. Introduction
The inverse Rayleigh distribution (IRD) is an important model in the area of reliability
studies, which is popularly used in the area of reliability and survival analysis. Leo et al. [10]
investigated some properties of the beta IRD. Rosaiah and Kantam [15] studied acceptance
sampling based on the IRD. Aslam and Jun [2] studied a group acceptance sampling plan
for truncated life tests based on the IRD and log-logistics distribution.
The researches about estimation of the parameter of the IRD are also done by many
scholars. Dey [8] explored Bayesian estimation of parameter and the reliability function of
an IRD. Sindhu et al. [18] developed the Bayes estimation about parameter of IRD based
on left-censored data. Rasheed [13] gave a comparison of the classical estimators with the
Bayes estimators of one parameter IRD.
The pivotal method is used by some scholars to get the estimator of the parameter in life
distribution. Seo and Kang [16] studied pivotal inference for the scaled half-logistic distri-
bution based on progressively Type-II censored samples. Seo and Kang [17] investigated
inference for the two-parameter half-logistic distribution using pivotal quantities under
progressively Type-II censoring schemes.

CONTACT Wenhao Gui whgui@bjtu.edu.cn Department of Mathematics, Beijing Jiaotong University, Beijing
100044, People’s Republic of China

© 2018 Informa UK Limited, trading as Taylor & Francis Group

772 Y. MA AND W. GUI

The estimation about the parameter in life distribution under progressively Type-II cen-
soring schemes and general progressively Type-II censoring schemes has been explored by
many researchers. Basirat et al. [7] did works about statistical inferences for stress-strength
in the proportional hazard models based on progressive Type-II censored samples. Barot
and Patel [6] studied the risk functions of the Rayleigh model under progressive Type-II
censored samples using empirical Bayes approach. Barot and Patel [5] got the Bayesian
estimation of reliability indexes for cold standby system under general progressive Type
II censored data. Wang [20] developed the exact interval estimation for the scale family
under general progressive Type-II censoring.
In this paper, estimations for the scale parameter of the IRD based on progressive Type-
II censored data and general progressive Type-II censored data are discussed. This article
unfolds as the following: in Section 2, we introduce the progressively Type-II censor-
ing scheme briefly. In Section 3, we obtain approximate maximum likelihood estimator
(AMLE) and approximate pivotal quantity method estimator (APE). Further discussions
about the pivotal quantity method are also given. In Section 4, confidence interval estima-
tion of the scale parameter is studied based on the pivotal quantity method. In Section 5,
simulation studies are made to compare the performance of various estimators. Two real
data sets are analyzed using different methods in Section 6. In Section 7, we fully discuss the
estimations for the scale parameter of the IRD based on general progressive Type-II cen-
sored data. We obtain the general approximate maximum likelihood estimator (GAMLE)
and general approximate pivotal quantity method estimator (GAPE). The confidence inter-
val estimation is also explored using pivotal inference. Simulations and real data analysis
are also made respectively. Finally, Section 8 concludes.

2. Progressive Type-II censoring scheme

In life testing experiments, the experimenter may not always be in a position to observe the
life times of all the businesses (or items) put on test. This may be because of time limita-
tion or other restrictions (such as money, material resources, mechanical or experimental
difficulties, etc.) on data collection. Therefore, censored samples may arise in practice. The
most common censoring schemes are Type-I and Type-II censoring. Let us consider n units
placed on a life-test. In conventional Type-I censoring, the experiment continues up to a
pre-specified time T. Any failure that occurs after time T is not observed. The termination
point T of the experiment is assumed to be independent of the failure times. In conven-
tional Type-II censoring, the experimenter decides to terminate the experiment after a
pre-specified time number m (< n) of units fail. In this scenario, only the smallest lifetimes
are observed. In Type-I censoring, the number of failures observed is random and the end-
point of the experiment is fixed, whereas in Type-II censoring the end point is random and
the number of failures observed is fixed.
In this paper, we firstly consider the following progressive Type-II censoring scheme,
which is the special case of the general progressive Type-II censoring scheme. The gen-
eral progressive Type-II censoring scheme is fully discussed in Section 7. Assume that
n randomly selected units are placed on a life test and only m units are completely
observed until the experiment is terminated. At the first failure, R1 of n−1 surviving
items are censored intentionally from the test. Then, R2 units are randomly removed
from all the n − R1 − R2 − 2 surviving units following the second failure. In the same
 JOURNAL OF APPLIED STATISTICS 773

way, the process continues until we observe the mth failure. Up to now, all the rest Rm =
n − m − R1 − · · · − Rm−1 surviving units are removed in the experiment. Furthermore,
denote that R = (R1 , R2 , . . . , Rm ) is fixed in advance. Clearly, the progressive Type-II cen-
soring scheme includes special cases. If R1 = R2 = · · · = Rm−1 = 0 and Rm = n − m, this
sampling method reduces to usual Type-II censoring scheme. If R1 = R2 = · · · = Rm = 0
and n = m, this is equivalent to complete sample case.

3. Estimation of the scale parameter

3.1. Approximate maximum likelihood estimation
The cumulative distribution function (cdf) and probability density function (pdf) of a
standard IRD are given by
 
1
G(z) = exp − 2 , z > 0
z
and
 
2 1
g(z) = 3 exp − 2 , z > 0.
z z
If we consider the IRD with a scale parameter θ , then the corresponding cdf and pdf are
given by
 2
θ
F(x) = exp − 2 , x > 0
x
and
 2
2θ 2 θ
f (x) = 3 exp − 2 , x > 0,
x x
where θ is the scale parameter.
Let X1:m:n < X2:m:n < · · · < Xm:m:n be a progressively Type-II censored sample from
the IRD with censoring scheme (R1 , . . . , Rm ). For convenience, we use X1 < X2 · · · < Xm
to represent it. Then the corresponding likelihood function is given by

m 
m    2 Ri
2θ 2 −θ 2 −θ
L(θ) = C f (xi ; θ)[1 − F(xi ; θ)]Ri = C 3
exp 1 − exp ,
i=1 i=1 i
x xi2 xi2
(1)
where C = n(n − 1 − R1 )(n − 2 − R1 − R2 ) · · · (n − m + 1 − R1 − · · · − Rm−1 ).
Then the log-likelihood function can be obtained as follows:
   2 
2θ 2  −θ 2 
m m m
−θ
log L(θ) = log C + log 3 + 2
+ Ri log 1 − exp .
i=1
xi i=1
xi i=1
xi2

Next we can derive the following likelihood equation for the scale parameter θ :

2m  −2θ 
m m
d log L(θ) 2θ
= + + Ri  = 0. (2)
dθ θ i=1
x 2
i i=1 x 2 exp θ2
− 1
i x2 i
774 Y. MA AND W. GUI

This equation does not allow for an explicit solution. So we use Taylor series to obtain
an AMLE.
After observing the structure of this equation, we consider the random variable Z =
X/θ , it is easy to know that Z has the standard IRD. Then Equation (2) can be transformed
as
m
−θ 2  θ 2
m
1
m+ 2
+ Ri 2  = 0. (3)
i=1
xi i=1
xi exp 12 − 1
z i

Secondly, we approximate the tricky part 1/(exp(1/zi2 ) − 1) by expanding it in Taylor

series around E(Zi ) = vi . From [4], it is known that
d
G(Zi ) = Ui ,

where Ui is the ith progressively Type-II censored order statistic from the uniform U(0, 1)
distribution. Therefore,

Zi = G−1 (Ui ),
d

vi = EZi ≈ G−1 (pi ),

where pi = E(Ui ). From [3], we know that


m
j + Rm−j+1 + · · · + Rm
pi = 1 − .
j=m−i+1
j + 1 + Rm−j+1 + · · · + Rm

Since Z has a standard IRD, so we have

1
G−1 (z) =
.
− log z

We denote that H(zi ) = 1/(exp(1/zi2 ) − 1), and h(zi ) is the derivative of H(zi ).
It is easy to know that
2 exp z12
h(zi ) =  i
2 .
1
exp z2 − 1 zi3
i

So we can approximate vi by 1/ − log(pi ). Now we expand the function H(zi ) around

the point vi and keep only the first two terms, we obtain

H(zi ) ≈ H(vi ) + (zi − vi )h(vi )

= Ai + Bi zi , (4)

where

Ai = H(vi ) − vi h(vi )
pi (1 − pi + 2 log(pi ))
= , i = 1, . . . , m
(1 − pi )2
 JOURNAL OF APPLIED STATISTICS 775

and
Bi = h(vi )
2pi (− log pi )3/2
= , i = 1, . . . ,m.
(pi − 1)2
Now we use the expression (4) to approximate (3) by

m
−θ 2 
m
θ2
m+ + Ri (Ai + Bi zi ) = 0. (5)
i=1
xi2 i=1
xi2

Considering Zi = Xi /θ , we can write (5) as


m
Ri A i − 1 
m
Ri Bi
2
θ +θ + m = 0. (6)
i=1
xi2 i=1
xi

We get a quadratic equation with one unknown parameter θ. We denote


m
Ri A i − 1
a= , (7)
i=1
xi2


m
Ri Bi
b= . (8)
i=1
xi
Then we prove that Ai is always negative so that a is always negative.
Considering
pi 2pi log(pi )
Ai = + ,
1 − pi (pi − 1)2
we now investigate the properties of function
x 2x log(x)
A(x) = +
1−x (x − 1)2
x(1 − x + 2 log(x))
= .
(1 − x)2
Then we denote
z(x) = 1 − x + 2 log(x).
We learn that
2
z (x) = −1 +> 0, 0 < x < 1.
x
Notice that z(1) = 0, so we know that z(x) is always negative for 0 < x < 1. So it is obvi-
ous to see that A(x) < 0 for any 0 < x < 1. Thus Ai is always negative, therefore a is negative.
And clearly, b is positive. So the quadratic equation with one unknown parameter has only
one positive root, which is our AMLE estimator
√
−b − b2 − 4am
θAMLE = . (9)
2a
776 Y. MA AND W. GUI

3.2. Pivotal quantity inference

Although we have got the AMLE of scale parameter θ, the computation is complex. So
we introduce pivotal quantity inference to obtain another estimator of θ , which is more
simpler than AMLE. Let X1:m:n < X2:m:n < · · · < Xm:m:n be a progressively Type-II cen-
sored sample from the IRD with censoring scheme (R1 , . . . , Rm ). For convenience, we use
X1 < X2 < · · · < Xm to represent it. Let

Yi = − log(1 − F(Xi ))
  
θ2
= − log 1 − exp − 2 .
Xi

Then Y1 < Y2 < · · · < Ym is a progressively Type-II sample from a standard exponen-
tial distribution. Here we consider the following transformations:

S1 = nY1 ,
⎡ ⎤

i−1
Si = ⎣n − (Rj + 1)⎦ (Yi − Yi−1 ), i = 2, . . . ,m.
j=1

Viveros and Balakrishnan [19] showed that S1 , S2 , . . . , Sm are independent and iden-
tically distributed from a standard exponential distribution. Then we develop the pivotal
quantity


m
W(θ) = 2 Si
i=1

m
=2 (Ri + 1)Yi
i=1

m    
θ2
=2 (Ri + 1) − log 1 − exp − 2 , (10)
i=1
Xi

which has a χ 2 distribution with 2m degrees of freedom.

By using the law of large number and theorem of probability convergence, one can get
the simple fact that the pivotal quantity W(θ)/(2m + 2) converges to one in probability as
m → ∞.
So we can find an estimator from the following equation:


m    
θ2
(Ri + 1) − log 1 − exp − 2 = m + 1. (11)
i=1
Xi

However, (11) does not allow for an explicit solution for θ . We use Taylor series to get
an approximate estimator.
 JOURNAL OF APPLIED STATISTICS 777

Now consider the transformation Zi = Xi /θ , then (11) can be rewritten as


m    
1
(Ri + 1) − log 1 − exp − 2 = m + 1. (12)
i=1
zi

We expand the tricky part [− log(1 − exp(−1/zi2 ))] around the point vi = E(zi ).
We denote that
  
1
K(zi ) = − log 1 − exp − 2 ,
zi
and k(zi ) is the derivate of K(zi ).
Then we know
2
k(zi ) =  
1
zi3 exp zi2
−1

and
vi = EZi ≈ G−1 (pi ),
where pi = E(Ui ).
So

K(zi ) ≈ K(vi ) + (zi − vi )k(vi )

= Ci + Di zi ,

where

Ci = K(vi ) − vi k(vi )
2pi log(pi )
= − log(1 − pi ) + , i = 1, . . . , m
1 − pi

and

Di = k(vi )

−2pi log(pi ) − log(pi )

= , i = 1, . . . ,m.
1 − pi

So Equation (12) can be approximated by


m
(Ri + 1)(Ci + Di zi ) = m + 1.
i=1

Noticing that Zi = Xi /θ , then


m  
Xi
(Ri + 1) Ci + Di = m + 1. (13)
i=1
θ
778 Y. MA AND W. GUI

Figure 1. Plots of C(x). (a) x ∈ (0, 1), (b) x ∈ (0.5, 1) and (c) x ∈ (0.7, 1).

We can derive the approximate pivotal method estimator from (13)

m
i=1 (Ri + 1)Xi Di
θAPE =  . (14)
m+1− m i=1 (Ri + 1)Ci

We know that Di is always positive. By observing the expression of Ci , we consider the

following function:
2x log(x)
C(x) = − log(1 − x) + , 0 < x < 1.
1−x
We give its image in Figure 1.
We also can obtain its root by solving the equation C(x) = 0, and the root is about
x = 0.8396. It means that if pi in one sample satisfies pi < 0.8396, then C(x) is definitely
negative, so the estimator (14) is positive. If pi happens to be pi > 0.8396 in some extreme
case, then C(x) is positive, then it is very hard to illustrate that the estimator (14) is pos-
itive. To demonstrate that our estimator (14) works well at almost all cases, we conduct
simulations to show that. We conduct different censoring schemes and simulate more than
10,000 times under every censoring scheme. We show that our estimator is always positive
under every censoring scheme and all simulations. Table 1 is given to illustrate it clearly.
As we can see in Table 1, the results of simulations under different censoring schemes
(CS) are pretty good, which ensures our use in many cases.

3.3. Further discussions about pivotal inference

It is well-known that any estimator for the parameters of life distribution should be posi-
tive theoretically. For some distributions, we can prove that the estimator, which is derived
using some methods (like MLE), is positive theoretically. But actually, it is not always so
easy. For the pivotal quantity method, we give a sufficient condition and prove that any
distribution from scale family can be derived an always positive estimator using the piv-
otal quantity method. Considering the process of the pivotal quantity method, we denote
 JOURNAL OF APPLIED STATISTICS 779

Table 1. Positive frequency of the estimator under different censoring schemes (CS) and simulations.
n m CS Simulation numbers Positive frequency
10 10 (10 ∗ 0) 12,000 12,000
8 (7 ∗ 0, 2) 12,000 12,000
8 (2, 7 ∗ 0) 12,000 12,000
8 (4 ∗ 0, 2, 3 ∗ 0) 12,000 12,000
6 (5 ∗ 0, 4) 12,000 12,000
6 (4, 5 ∗ 0) 12,000 12,000
6 (2 ∗ 0, 4, 3 ∗ 0) 12,000 12,000
5 (4 ∗ 0, 5) 12,000 12,000
15 15 (15 ∗ 0) 12,000 12,000
10 (9 ∗ 0, 5) 12,000 12,000
10 (5, 9 ∗ 0) 12,000 12,000
10 (0, 3, 6 ∗ 0, 2, 0) 12,000 12,000
5 (4 ∗ 0, 10) 12,000 12,000
5 (10, 4 ∗ 0) 12,000 12,000
5 (2 ∗ 0, 4, 0, 5) 12,000 12,000
30 30 (30 ∗ 0) 12,000 12,000
25 (24 ∗ 0, 5) 12,000 12,000
25 (5, 24 ∗ 0) 12,000 12,000
25 (10 ∗ 0, 1, 5 ∗ 0, 2 ∗ 1, 6 ∗ 0) 12,000 12,000
20 (19 ∗ 0, 10) 12,000 12,000
20 (10 ∗ 0, 3, 5 ∗ 0, 1, 2 ∗ 0, 6) 12,000 12,000
50 40 (10, 39 ∗ 0) 12,000 12,000
30 (29 ∗ 0, 20) 12,000 12,000
25 (25, 24 ∗ 0) 12,000 12,000
20 (29 ∗ 0, 30) 12,000 12,000
20 (30, 19 ∗ 0) 12,000 12,000
100 90 (10, 89 ∗ 0) 12,000 12,000
80 (79 ∗ 0, 20) 12,000 12,000
50 (50, 49 ∗ 0) 12,000 12,000
20 (19 ∗ 0, 80) 12,000 12,000

F(x) to be the cdf of the random variable X, which is from the scale family with the scale
parameter σ .
Let X1 , X2 · · · Xm be the progressively Type-II censored sample with censoring scheme
(R1 , . . . , Rm ). Using the pivotal quantity method, we can get the following general pivotal
quantity:

m
W(σ ) = 2 (Ri + 1)[− log(1 − F(xi ))],
i=1

which has a χ 2 distribution with 2m degrees of freedom. So we can get an estimator for σ
by approximating the following equation:


m
(Ri + 1)[− log(1 − F(xi ))] = m + 1.
i=1

Now we can do the transformation zi = xi /σ and denote L(xi ) = [− log(1 − F(zi ))],
l(xi ) is the derivative of L(xi ), so we can use Taylor series to expand L(zi ) around point
vi = E(zi ):

L(zi ) ≈ L(vi ) + (zi − vi )l(vi )

= Mi + Ni zi ,
780 Y. MA AND W. GUI

where
Mi = L(vi ) − vi l(vi )
and
Ni = l(vi ),
where
vi = EZi ≈ F −1 (pi ),
and pi = E(Ui ), i = 1, . . . , m.
Then we can derive the estimator
m
i=1 (Ri + 1)Ni
σ =  . (15)
m+1− m i=1 (Ri + 1)Mi

We know that Ni is always positive. If we can ensure Mi is negative, then the estimator
is positive. So we give the next sufficient condition to ensure it.

Theorem 3.1: Let X be a random variable and its cdf be K(x) from scale family. Then we do
the transformation zi = xi /σ . We note that L(zi ) = [− log(1 − K(zi ))]. And if the derivative
of the function L(zi )/zi is positive, then the estimator (15) is positive.

This condition is actually pretty natural to think of if we observe the process of the
pivotal quantity method carefully. All we need to do is to prove that M(i) is negative under
the condition.

Proof: Now we consider the expression of Mi :

Mi = L(vi ) − vi l(vi ).

It can be written as

Mi = L(vi ) − vi L (vi )
L(vi ) − vi L (vi )
= (−vi2 )
vi2
 
L(z) 
= (−z2 ) , z = vi , i = 1, . . . ,m.
z
So if the derivative of L(zi )/zi is positive, then we know that Mi is definitely negative and
thus our estimator is positive. 

We can find some distributions who satisfy this condition like the scaled half-logistic
distribution. The cdf of it is
1 − exp(− σx )
F(x) = .
1 + exp(− σx )
We know its L(z) = log((1 + exp(−z))/2 exp(−z)), and it is easy to check the deriva-
tive of L(z)/z is always positive. So any distribution who satisfies our Theorem 3.1 can be
 JOURNAL OF APPLIED STATISTICS 781

studied using pivotal inference, which broadens the applications of this method. So if we
use the pivotal quantity method to get the estimator of these distributions, then the estima-
tors are always positive. Meanwhile, for those distributions who do not follow Theorem 3.1
like IRD, we can also demonstrate its use by simulations. So the pivotal inference has wide
applications practically.

4. Confidence interval estimation

In this section, we obtain the interval estimation using the pivotal quantity method. We
can construct an exact confidence interval (CI) for scale parameter θ based on pivotal as

[W −1 (χv/2,2m
2
), W −1 (χ1−v/2,2m
2
)],

where χv/2,2m
2 is the upper v percentile of the χ 2 distribution with m degrees of freedom
−1
and W (t) is the solution of θ for the equation W(θ ) = t. However, it is not a closed form
solution. The following theorem provides an explicit solution for the CI:

Theorem 4.1: For any 0 < v < 1, an approximate 100(1 − v)% CI for θ based on pivotal
quantity (10) is
 m m 
i=1 (Ri + 1)D i X i i=1 (R i + 1)D i X i
 , 2 m .
χv/2,2m
2 /2 − m i=1 (Ri + 1)Ci χ1−v/2,2m /2 − i=1 (Ri + 1)Ci

Proof: By using (13), we have

    2  
 m
θ
2 2
1 − v = p χ1−v/2,2m <2 (Ri + 1) log 1 − exp − 2 < χv/2,2m
i=1
x i
 
 m
2 2
≈ p χ1−v/2,2m < 2 (Ri + 1)(Ci + Di zi ) < χv/2,2m
i=1
 m m 
i=1 (Ri + 1)D i X i i=1 (R i + 1)D i X i
=p  <θ < 2 m ,
χv/2,2m
2 /2 − m i=1 (Ri + 1)C i χ1−v/2,2m /2 − i=1 (Ri + 1)Ci

where Ci and Di are given in Section 3.2. Now we complete the proof. 

5. Simulation study
In this section, we obtain some Monte Carlo simulation results for various censoring
schemes and various initial parameter values. We compare estimators of the scale param-
eter θ in terms of the mean squared error (MSE) and bias. Here the progressively Type-
II censored sample from the standard IRD for various progressively Type-II censoring
schemes is generated by using the algorithm in [4]. We compute the estimator θAMLE and
θAPE under every CS with initial θ = 1. For comparison, we also compute the exact solu-
tion of (2) and (11) employing Newton–Raphson method, and denote them as θMLE and
θPE . We obtain MSEs and biases for these estimators over 10,000 replications and the results
are given in Table 2.
782 Y. MA AND W. GUI

Table 2. MSEs (bias) for estimates of the scale parameter θ.

n m CS θAMLE θMLE θAPE θPE
10 8 (2,7*0) 0.033 0.038 0.195 0.068
(0.032) (0.068) (−0.004) (−0.055)
(4*0,2,3*0) 0.032 0.039 0.132 0.057
(0.037) (0.074) (−0.008) (−0.054)
6 (4,5*0) 0.036 0.049 0.237 0.076
(0.028) (0.099) (−0.014) (−0.064)
15 10 (5,9*0) 0.023 0.029 0.124 0.053
(0.019) (0.066) (−0.0004) (−0.041)
(0,3,6*0,2,0) 0.020 0.024 0.092 0.038
(0.019) (0.055) (−0.018) (−0.041)
8 (7,7*0) 0.024 0.034 0.195 0.058
(0.016) (0.080) (−0.009) (−0.051)
30 25 (5,24*0) 0.010 0.011 0.054 0.024
(0.0098) (−0.0259) (−0.0085) (−0.0188)
20 (10,19*0) 0.011 0.014 0.052 0.027
(0.0076) (0.041) (0.0068) (−0.021)
15 (15,14*0) 0.013 0.017 0.072 0.034
(0.0036) (0.055) (0.0020) (−0.027)

As we can see in Table 2, the parameter θPE is more efficient than MLE and AMLE in
terms of bias, especially in small size sample. But the larger the sample size is, the smaller the
difference is. In terms of MSE, MLE and AMLE are better than pivotal quantity estimators.
As expected, MSEs and biases decrease as sample size increases.
To illustrate our parameter initial’s influence to the MSEs and biases of different esti-
mators, we also simulate different parameter initial values under a fixed censoring scheme.
We show the results in Figure 2(a–h). We get these figures in this way: firstly, we produce a
sequence about parameter. Secondly, for every initial value, we simulate more than 10,000
times to get the MSEs and biases of four different estimators θAMLE , θMLE , θAPE and θPE
under a fixed censoring scheme. Then we plot the figure of different initial values ver-
sus MSEs and biases of four estimators respectively. We also change different censoring
schemes to show the relationship in more general sense. For convenience, the θAMLE , θMLE ,
θAPE and θPE are represented by θ11 , θ12 , θ21 and θ22 respectively in Figure 2.
As we can see in Figure 2, MSEs and absolute biases have fluctuation within a narrow
range, especially when the initial value is small. It implies that our estimators are more
effective and exact when the initial is not large. It is clear from the images for us to see that
the difference between the exact estimator and approximate estimator is pretty small in
terms of MSEs, because the curves of exact estimator and approximate estimator are very
close. The biases also become smaller as the sample size increases. Besides, we also know
that MSEs and biases all decrease as we expected when sample size increases. The different
performance of our estimators in terms of MSEs and biases is more clear to see in these
figures.
Then we give the converge probabilities (CPs) and average length (ALs) of CIs for θ at
confidence level 0.95, which is based on 10,000 simulations. The results are given in detail
in Table 3.
From Table 3, we know that approximate ALs are shorter than exact ALs. It is clear to see
that the difference between exact CPs and approximate CPs is pretty small, which means
our interval estimator works well. It is also obvious to see that all indexes decrease when
sample size increases.
 JOURNAL OF APPLIED STATISTICS 783

Figure 2. MSEs (bias) for estimates of the scale parameter θ under different initials: (a) initials vs MSE
under CS (7*0,2), (b) initials vs MSE under CS (9*0,5), (c) initials vs MSE under CS (19*0,10), (d) initials vs
MSE under CS (30*0,2), (e) initials vs bias under CS (7*0,2), (f) initials vs bias under CS (9*0,5), (g) initials
vs bias under CS (19*0,10) and (h) initials vs bias under CS (30*0,2).

Table 3. CPs and ALs of CIs for the scale parameter θ at the 0.95 confidence level.
n m CS Exact CPs Exact ALs Approximate CPs Approximate ALs
10 8 (7*0,2) 0.949 0.867 0.932 0.847
6 (5*0,4) 0.950 0.802 0.936 0.763
5 (4*0,5) 0.952 0.775 0.934 0.723
15 10 (9*0,5) 0.948 0.685 0.941 0.656
8 (5*0,1,0,6) 0.954 0.650 0.943 0.616
5 (4*0,10) 0.950 0.617 0.928 0.567
5 (3*0,5,5) 0.951 0.628 0.930 0.571
30 25 (24*0,5) 0.947 0.524 0.939 0.508
20 (19*0,10) 0.952 0.483 0.948 0.470
15 (14*0,15) 0.950 0.452 0.944 0.439
10 (9*0,20) 0.951 0.435 0.942 0.416

6. Real data analysis

Example 6.1: Consider the real data which represent n = 23 deep-groove ball bearing
failure times. The 23 failure times are

0.1788, 0.2892, 0.33, 0.4152, 0.4212, 0.4560, 0.4848, 0.5184, 0.5196, 0.5412, 0.5556, 0.6780,
0.6864, 0.6864, 0.6888, 0.8412, 0.9312, 0.9864, 1.0512, 1.0584, 1.2792, 1.2804, 1.7340.

Raqab [11] argued that the Rayleigh distribution provides a reasonable fit to the ball
bearing data. These data are widely used in the problems about Rayleigh distribution.
784 Y. MA AND W. GUI

Figure 3. Q–Q plot.

Asgharzadeh and Azizpour [1] analyzed these data while doing research about Bayesian
inference for Rayleigh distribution under hybrid censoring. Raqab and Madi [12] used
these data as an illustrative example while studying the inference for the generalized
Rayleigh distribution based on progressively censored data.
We transform the data to its reciprocal data. In addition, we demonstrate that the IRD
fits the reciprocal data well by using K–S test as it is shown in Figure 3.
 JOURNAL OF APPLIED STATISTICS 785

Table 4. Estimates and 95% confidence intervals of θ.

θ11 θ12 θ21 θ22 Exact CI Approximate CI
1.089 1.224 0.943 0.946 (0.753, 1.320) (0.742, 1.302)

Figure 4. Q–Q plot.

786 Y. MA AND W. GUI

Table 5. Estimates and 95% confidence intervals of θ.

θ11 θ12 θ21 θ22 Exact CI Approximate CI
0.16669 0.17105 0.13170 0.13174 (0.10506, 0.17695) (0.10283, 0.18398)

From the reciprocal data, we generate progressive Type-II sample with censoring
scheme R(10, 0, 3, 0, 2, 0, 0, 5), and the generated sample as follows:

0.5767013, 0.7810059, 0.7817386, 0.9448224, 0.9512938, 1.0137875, 1.0738832, 1.1887779.

Table 4 shows the real data analysis results.

From the results in Table 4, we find that the difference of estimators θ11 , θ12 , θ21 and
θ22 is very small. Considering that the size of real data is 23, and the size of progressively
Type-II censored samples is only 8, it seems that θ21 and θ22 are more appropriate for this
specific example. Because we show that the pivotal method is more efficient in terms of
bias when sample size is small, which can be known in Table 2 in Section 5.
The approximate CI is a little shorter exact CI, but the difference is really small. So we
think that our confidence interval estimator works well.

Example 6.2: Now we analyze the data set given in [9]. This data set represents the
polished window strength and is listed as follows:

18.83, 20.80, 21.657, 23.03, 23.23, 24.05, 24.321, 25.5, 25.52, 25.8, 26.69, 26.77, 26.78, 27.05,
27.67, 29.9, 31.11, 33.2, 33.73, 33.76, 33.89, 34.76, 35.75, 35.91, 36.98, 37.08, 37.09, 39.58,
44.045, 45.29, 45.381.

This data set was also studied by Rastogi and Tripathi [14]. We do data transformation
to get the data which fits the IRD well.
We get each data point to the power of 2.3 and then we divide each data point by
10,000 for computational convenience. Then we us K–S test to demonstrate the IRD fits
the transformed data well as it is shown in Figure 4.
From the transformed data, we generate progressive Type-II sample with censoring
scheme R(10, 0 ∗ 20), and the generated sample as follows:

0.08553734, 0.10753397, 0.11799839, 0.13591771, 0.13864786, 0.15016360, 0.15408391,

0.17180762, 0.17211770, 0.17649212, 0.19081026, 0.19212826, 0.19229337, 0.19678171,
0.20731039, 0.24776715, 0.27143761, 0.31522278, 0.32691706, 0.32758621, 0.33049478.

Table 5 shows the real data analysis results.

From the results in Table 5, we find that the difference of estimators θ11 , θ12 , θ21 and θ22
is very small. The difference between the approximate CI and exact CI is also pretty trivial.
So we think that our confidence interval estimator works well.
 JOURNAL OF APPLIED STATISTICS 787

7. Extension to estimation of the scale parameter under general

progressively Type-II censored sample
7.1. Brief introduction to general progressively Type-II censored sample
Now we consider general progressively Type-II censored sample, which is the extension
to progressively Type-II censored sample. Assuming that n randomly selected units were
placed on a life test; the first r failure times, X1 , . . . , Xr are not observed; at time Xr+1 , Rr+1
units are removed randomly from the test; at time Xr+2 , Rr+2 units are removed randomly
from the test and so on. Finally, at the time of mth failure, Xm , the experiment is termi-
nated and the remaining Rm units are removed from the test. Therefore, Xr+1 · · · Xm are
the lifetimes of the completely observed units to fail and Rr+1 , . . . , Rm are the number of
units withdrawn from the test at these failure times. At (i + 1)th failure, there are ni units
on test where

i
ni = n − i − Rj , i = r + 1, . . . , m − 1.
j=r+1

The Ri ’s, m and r are pre-specified integers which must satisfy the conditions: 0 ≤ r <
m ≤ n, 0 ≤ Ri ≤ ni−1 − 1 for i = r + 1, . . . , m − 1 with nr = n − r and Rm = nm−1 − 1.
The resulting (m − r) ordered values Xr+1 ≤ Xr+2 ≤ · · · ≤ Xm are referred to as gen-
eral progressively Type-II censored order statistics. Note that if r = 0, then the general
progressive Type-II censoring scheme reduces to the progressively Type-II censoring.

7.2. Approximate maximum likelihood estimation

Note that we use the same symbol as in Section 3 for the convenience of reading and the
consistency of this paper, but the meaning is different.
Let Xr+1 < Xr+2 < · · · < Xm be a general progressively Type-II censored sample from
the IRD with censoring scheme (Rr+1 , Rr+2 , . . . , Rm ). Then the corresponding likelihood
function (see [3]) is given by
m−1 
n!  
m
L(θ) = ni [F(xr+1 )]r f (xi ; θ )[1 − F(xi ; θ )]Ri
r!(n − r)! i=r i=r+1
m−1    r m  2  2 Ri
n!  −θ 2  2θ 3 −θ −θ
= ni exp 2 exp 1−exp .
r!(n − r)! i=r xr+1 i=r+1
x 3
i x 2
i x 2
i

Then the log-likelihood function can be obtained as follows:

 
−θ 2 
m
2θ 2 m
−θ 2
log L(θ) = log C1 + r 2 + log +
xr+1 i=r+1
xi3 i=r+1
xi2

m   
−θ 2
+ Ri log 1 − exp ,
i=r+1
xi2
788 Y. MA AND W. GUI

where
m−1 
n! 
C1 = ni .
r!(n − r)! i=r
Next we can derive the following likelihood equation for the scale parameter θ:
 
d log L(θ) −2θ m
2 m
−2θ m
2θ 1
=r 2 + + + Ri 2  2 .
dθ xr+1 θ 2
xi xi exp θ 2 − 1
i=r+1 i=r+1 i=r+1 xi

Let d log L(θ)/dθ = 0, we can obtain

 
−θ 2 m
−θ 2 m
θ2 1
r 2 + (m − r) + 2
+ R i 2  2 = 0. (16)
xr+1 i=r+1
xi i=r+1
xi exp θ 2 − 1
xi

This equation does not allow for an explicit solution. So we use Taylor series to obtain
an AMLE.
After observing the structure of this equation, we consider the random variable Z =
X/θ , it is easy to know that Z has the standard IRD. Then Equation (16) can be transformed
as
 
−θ 2 m
−θ 2 m
θ2 1
r 2 + (m − r) + 2
+ R i 2
 = 0. (17)
xr+1 i=r+1
xi i=r+1
xi exp 12 − 1
z i

Secondly, we approximate the tricky part 1/(exp(1/zi2 ) − 1) by expanding it in Taylor

series around E(Zi ) = vi . It is known that
d
G(Zi ) = Ui ,
where Ui is the ith general progressively Type-II censored order statistic from the uniform
U(0, 1) distribution. Therefore,

Zi = G−1 (Ui ),
d

vi = EZi ≈ G−1 (pi ),

where pi = E(Ui ). From [3], we know that

m
pr+i = 1 − αj , i = 1, 2, . . . , m − r,
j=m−i+1

where
ai
αi = , i = r + 1, . . . , m − 1,
1 + ai
am
αm = ,
1 + r + am

m
ar+i = i + Rj , i = 1, . . . , m − r.
j=m−i+1
 JOURNAL OF APPLIED STATISTICS 789

Since Z has a standard IRD, so we have

1
G−1 (z) =
.
− log z
We denote that H(zi ) = 1/(exp(1/zi2 ) − 1), and h(zi ) is the derivative of H(zi ).
It is easy to know that
2 exp z12
h(zi ) = i
.
(exp z12 − 1)2 zi3
i

So we can approximate vi by 1/ − log(pi ).

Now we expand the function H(zi ) around the point vi and keep only the first two terms,
we obtain
H(zi ) ≈ H(vi ) + (zi − vi )h(vi )
= Ai + Bi zi , (18)
where
Ai = H(vi ) − vi h(vi )
pi (1 − pi + 2 log(pi ))
= , i = r + 1, . . . , m
(1 − pi )2
and
Bi = h(vi )
2pi (− log pi )3/2
= , i = r + 1, . . . , m.
(pi − 1)2
Now we use the expression (18) to approximate (17) by

−rθ 2 m
−θ 2 m
θ2
2
+ (m − r) + + R i 2 (Ai + Bi zi ) = 0. (19)
xr+1 i=r+1
xi2 i=r+1
xi

Considering Zi = Xi /θ , we can write (19) as

 
−r m
Ri A i − 1 m
Ri Bi
2
θ 2
+ 2
+ θ + m − r = 0. (20)
xr+1 i=r+1 xi xi
i=r+1

We get a quadratic equation with one unknown parameter θ. We denote

−r  Ri A i − 1
m
a= 2
+ ,
xr+1 i=1
xi2

m
Ri Bi
b= .
xi
i=1

Using the same method in Section 3.1, we know that a is always negative and b is positive.
So the quadratic equation with one unknown parameter has only one positive root, which
790 Y. MA AND W. GUI

is our GAMLE estimator under general progressively Type-II censored sample:

−b − b2 − 4a(m − r)
θGAMLE = . (21)
2a

7.3. Pivotal quantity inference

Next we will use pivotal quantity inference to obtain another estimator of the scale param-
eter θ under general progressively Type-II censored sample. Let Xr+1 < Xr+2 < · · · < Xm
be a general progressively Type-II censored sample from the IRD with censoring scheme
(Rr+1 , Rr+2 , . . . , Rm ). We let

Yi = − log[1 − F(Xi )],

  
θ2
= − log 1 − exp − 2 , i = r + 1, . . . , m.
Xi

Then Yr+1 < Yr+2 < · · · < Ym is a general progressively Type-II sample from a stan-
dard exponential distribution. Here we consider the following transformations:

Sr+1 = (n − r)Yr+1 ,
Sr+2 = (n − r − Rr+1 − 1)(Yr+2 − Yr+1 ),
..
.
Sm = (n − r − Rr+1 − Rr+2 − · · · − Rm−1 − m + r + 1)(Ym − Ym−1 ).

From [3], we know that Sr+1 , Sr+2 , . . . , Sm are independent. And Sr+2 , . . . , Sm are iden-
tically distributed from a standard exponential distribution. Then we develop the pivotal
quantity


m
W(θ) = 2 Si
i=r+2
 

m
=2 (Ri + 1)Yi − (n − r)Yr+1
i=r+1
    

m
θ2
=2 (Ri + 1) − log 1 − exp − 2
i=r+1
Xi
   
−θ 2
−2(n − r) − log 1 − exp 2
, (22)
Xr+1

which has a χ 2 distribution with 2(m − r − 1) degrees of freedom. One can prove that the
limit of the quantity W(θ)/2(m − r − 1) is one as m → ∞. So we can get the estimator
 JOURNAL OF APPLIED STATISTICS 791

with the following equation:


m    
θ2
(Ri + 1) − log 1 − exp − 2
i=r+1
Xi
   
−θ 2
− (n − r) − log 1 − exp 2
= m − r − 1. (23)
Xr+1

However, (23) does not allow for an explicit solution for θ . We use Taylor series to get
an approximate estimator. Now consider the transformation Zi = Xi /θ , then (23) can be
rewritten as
m    
1
(Ri + 1) − log 1 − exp − 2
i=r+1
Zi
   
−1
− (n − r) − log 1 − exp 2
=m−r−1 (24)
Zr+1

We expand the tricky part [− log(1 − exp(−1/zi2 ))] around the point vi = E(zi ). We
denote that
  
1
K(zi ) = − log 1 − exp − 2 ,
zi
and k(zi ) is the derivate of K(zi ). Then we know
2
k(zi ) =  
1
zi3 exp zi2
−1

and
vi = EZi ≈ G−1 (pi ),
where pi = E(Ui ).
So

K(zi ) ≈ K(vi ) + (zi − vi )k(vi )

= Ci + Di zi ,

where

Ci = K(vi ) − vi k(vi )
2pi log(pi )
= − log(1 − pi ) + , i = r + 1, . . . , m
1 − pi
and

Di = k(vi )

−2pi log(pi ) − log(pi )

= , i = r + 1, . . . ,m.
1 − pi
792 Y. MA AND W. GUI

Table 6. Positive frequency of the estimator θGAPE under different censoring schemes (CS) and
simulations.
n m CS Simulation numbers Positive frequency
30 15 (6*0,15,0*7) 15,000 15,000
(1*6,2,1*7) 15,000 15,000
21 (0*19,9) 15,000 15,000
(0*9,9,0*10) 15,000 15,000
40 20 (0*18,20) 15,000 15,000
(1*9,2,1*9) 15,000 15,000
28 (0*26,12) 15,000 15,000
(0*13,12,0*13) 15,000 15,000
(0*4,3,0*5,3,0*5,3,0*5,3,0*4) 15,000 15,000
50 25 (0*23,25) 15,000 15,000
(0*11,25,0*12) 15,000 15,000
35 (0*33,15) 15,000 15,000
(0*16,15,0*17) 15,000 15,000
(3,0*10,2,1,3,0*10,3,0*7,1,2) 15,000 15,000

So Equation (24) can be approximated by


m
(Ri + 1)(Ci + Di Zi ) − (n − r)(Cr+1 + Dr+1 Zr+1 ) = m − r − 1.
i=r+1

Noticing that Zi = Xi /θ , then


m    
Xi Xr+1
(Ri + 1) Ci + Di − (n − r) Cr+1 + Dr+1 = m − r − 1. (25)
θ θ
i=r+1

We can derive the general approximate pivotal method estimator from (25)
m
i=r+1 (Ri + 1)Xi Di − (n − r)Dr+1 Xr+1
θGAPE =  . (26)
m−r−1− m i=r+1 (Ri + 1)Ci + (n − r)Cr+1

To demonstrate that our estimator (26) works well at almost all cases, we conduct sim-
ulations to show that. We conduct different censoring schemes and simulate more than
10,000 times under every censoring scheme. We show that our estimator is always positive
under every censoring scheme and all simulations. Table 6 is given to illustrate it clearly.
Here r is fixed as one.
As we can see in Table 6, the results of simulations under different censoring schemes
(CS) are pretty good, which ensures our use in many cases.

7.4. Confidence interval estimation

In this section, we obtain the interval estimation using the pivotal quantity method. We
can construct an exact confidence interval (CI) for scale parameter θ based on pivotal as

[W −1 (χv/2,2(m−r−1)
2
), W −1 (χ1−v/2,2(m−r−1)
2
)],

where χv/2,2(m−r−1)
2 is the upper v percentile of the χ 2 distribution with 2(m − r − 1)
degrees of freedom and W −1 (t) is the solution of θ for the equation W(θ ) = t. However,
 JOURNAL OF APPLIED STATISTICS 793

it is not a closed form solution. For any 0 < v < 1, an approximate 100(1 − v)% CI for θ
based on pivotal quantity (22) can be obtained using the same method in Theorem 4.1 as
follows:

 m
i=r+1 (Ri + 1)Di Xi − (n − r)Dr+1 Xr+1
 ,
χv/2,2(m−r−1) /2 − m
2
i=r+1 (Ri + 1)Ci + (n − r)Cr+1
m 
i=r+1 (Ri+ 1)Di Xi − (n − r)Dr+1 Xr+1
 .
χ1−v/2,2(m−r−1)
2 /2 − mi=r+1 (Ri + 1)Ci + (n − r)Cr+1

7.5. Simulation study

In this section, we obtain some Monte Carlo simulation results for various censoring
schemes and various initial parameter values. We also do some Monte Carlo simulations
to explore the impact of parameter r on our estimators. We compare estimators of the scale
parameter θ in terms of the MSE and bias.
With the algorithms of Balakrishnan and Aggarwala [3], the general progressively
Type-II censored sample from the standard IRD for various general progressively Type-II
censoring schemes is generated by the following step.

(i) Generate Vm from the Beta distribution with parameters (n − r) and (r + 1).
(ii) Independently generate m−r−1 independent Uniform(0, 1) observations Wr+1 ,
Wr+2 , . . . , Wm−1 .
1/a 
(iii) Set Vr+i = Wr+i r+i , ar+i = i + m j=m−i+1 Rj , i = 1, . . . , m − r − 1.
(iv) Set Ur+i = 1 − Vm−i+1 Vm−i+2 · · · Vm , i = 1, . . . , m − r.
(v) Finally, set Xi = G−1 (Ui ) for i = r + 1, . . . , m, where G−1 is the inverse distribution
function of standard IRD. Then Xr+1 , . . . , Xm is the general progressively Type-II
censored sample from the standard IRD.

For given r, we compute the estimator θGAMLE and θGAPE under every censoring scheme
(CS) with initial θ = 1. For comparison, we also compute the exact solution of (16) and (23)
employing Newton–Raphson method, and denote them as θGMLE and θGPE . We obtain
MSEs and biases for these estimators over 10,000 replications and the results are given
in Table 7. Here we fix parameter r as one.
As we can see in Table 7, the parameter θGPE is more efficient than θGMLE in terms of bias.
The difference between θGAPE and θGAMLE is pretty trivial. Considering that the derivation
step of θGAPE is more simple, so θGAPE is more convenient for us to use. But the larger the
sample size is, the smaller the difference is. In terms of MSE, MLE and AMLE are better
than pivotal quantity estimators. As expected, MSEs and biases decrease as sample size
increases.
Then we give the converge probabilities (CPs) and average length (ALs) of CIs for θ at
confidence level 0.95, which is based on 10,000 simulations. The results are given in detail
in Table 8.
From Table 8, we know that approximate ALs are shorter that exact ALs. It is clear to see
that the difference between exact CPs and approximate CPs is pretty small, which means
794 Y. MA AND W. GUI

Table 7. MSEs (bias) for estimates of the scale parameter θ with r = 1.

n m CS θGAMLE θGMLE θGAPE θGPE
30 15 (6*0,15,0*7) 0.010 0.031 0.102 0.048
(0.012) (0.137) (0.060) (0.015)
(1*6,2,1*7) 0.010 0.021 0.041 0.042
(0.007) (0.096) (0.023) (−0.015)
21 (0*19,9) 0.009 0.010 0.030 0.032
(0.012) (−0.008) (0.014) (−0.007)
(0*9,9,0*10) 0.009 0.018 0.093 0.042
(0.011) (0.084) (0.058) (−0.009)
40 20 (0*18,20) 0.007 0.018 0.017 0.018
(0.009) (0.098) (0.008) (−0.008)
(1*9,2,1*9) 0.007 0.017 0.025 0.024
(0.005) (0.090) (0.017) (−0.009)
28 (0*26,12) 0.010 0.007 0.019 0.020
(0.007) (−0.014) (0.008) (−0.007)
(0*13,12,0*13) 0.007 0.014 0.048 0.025
(0.007) (0.077) (0.041) (−0.006)
(0*4,3,0*5,3,0*5,3,0*5,3,0*4) 0.007 0.010 0.047 0.025
(0.008) (0.050) (0.040) (−0.005)
50 25 (0*23,25) 0.005 0.006 0.014 0.015
(0.006) (−0.016) (0.008) (−0.003)
(0*11,25,0*12) 0.006 0.024 0.043 0.019
(0.008) (0.128) (0.037) (−0.004)
35 (0*33,15) 0.005 0.006 0.014 0.014
(0.006) (−0.015) (0.008) (−0.003)
(0*16,15,0*17) 0.006 0.013 0.063 0.018
(0.007) (0.079) (0.036) (−0.002)
(3,0*10,2,1,3,0*10,3,0*7,1,2) 0.005 0.007 0.019 0.018
(0.005) (0.027) (0.016) (−0.001)

Table 8. CPs and ALs of CIs for the scale parameter θ at the 0.95 confidence level with r = 1.
n m CS Exact CPs Exact ALs Approximate CPs Approximate ALs
30 15 (1*7,2,1*6) 0.949 0.752 0.935 0.720
(0*13,15) 0.952 0.663 0.948 0.626
21 (0*19,9) 0.950 0.689 0.948 0.671
(0*11,1*9) 0.951 0.705 0.936 0.685
40 20 (0*18,20) 0.950 0.528 0.948 0.506
(1*9,2,1*9) 0.949 0.610 0.938 0.582
28 (0*26,12) 0.951 0.556 0.949 0.542
(0*15,1*12) 0.953 0.572 0.937 0.554
50 25 (0*23,25) 0.952 0.447 0.948 0.434
(1*23,2) 0.954 0.513 0.939 0.493
35 (0*33,15) 0.951 0.475 0.946 0.465
(0*19,1*15) 0.951 0.489 0.934 0.475

our interval estimator works well. It is also obvious to see that all indexes decrease when
sample size increases.

7.6. Real data analysis

In this section, we use the two real data sets given in Section 6 to get the general progressive
Type-II sample under certain censoring scheme.
 JOURNAL OF APPLIED STATISTICS 795

Table 9. Estimates and 95% confidence intervals of θ with r = 1.

θGAMLE θGMLE θGAPE θGPE Exact CI Approximate CI
1.2655 1.2353 1.1529 1.1469 (0.5086, 1.6620) (0.7898, 1.8241)

Table 10. Estimates and 95% confidence intervals of θ with r = 1.

θGAMLE θGMLE θGAPE θGPE Exact CI Approximate CI
0.1960 0.1896 0.2156 0.2127 (0.1551,0.2757) (0.1603, 0.2979)

Example 7.1: Consider again the real data which represent n = 23 deep-groove ball
bearing failure times. The 23 failure times are

0.1788, 0.2892, 0.33, 0.4152, 0.4212, 0.4560, 0.4848, 0.5184, 0.5196, 0.5412, 0.5556,
0.6780, 0.6864, 0.6864, 0.6888, 0.8412, 0.9312, 0.9864, 1.0512, 1.0584, 1.2792, 1.2804,
1.7340.

We transform the data to its reciprocal data. From the reciprocal data, we generate gen-
eral progressive Type-II sample with censoring scheme R(0 ∗ 19, 2) for given r = 1, and the
generated sample as follows:

0.7810059, 0.7817386, 0.9448224, 0.9512938, 1.0137875, 1.0738832, 1.1887779,

1.4518002, 1.4568765, 1.4568765, 1.4749263, 1.7998560, 1.8477458, 1.9245574,
1.9290123, 2.0627063, 2.1929825, 2.3741690, 2.4084778, 3.0303030.

Table 9 shows the real data analysis results.

Example 7.2: Now we analyze again the data set as follows:

18.83, 20.80, 21.657, 23.03, 23.23, 24.05, 24.321, 25.5, 25.52, 25.8, 26.69,
26.77, 26.78, 27.05, 27.67, 29.9, 31.11, 33.2, 33.73, 33.76, 33.89, 34.76,
35.75, 35.91, 36.98, 37.08, 37.09, 39.58, 44.045, 45.29, 45.381.

From the transformed data same as Example 6.2 in Section 6, we generate general
progressive Type-II sample with censoring scheme R(0 ∗ 19, 10) for given r = 1, and the
generated sample:

0.1075340, 0.1179984, 0.1359177, 0.1386479, 0.1501636, 0.1540839, 0.1718076,

0.1721177, 0.1764921, 0.1908103, 0.1921283, 0.1922934, 0.1967817, 0.2073104,
0.2477672, 0.2714376, 0.3152228, 0.3269171, 0.3275862, 0.3304948.

Table 10 shows the real data analysis results.

796 Y. MA AND W. GUI

8. Conclusions
This paper discusses the estimators of the scale parameter of IRD based on progressively
Type-II censoring scheme and general progressively Type-II censoring scheme. We use
Taylor expansion to get the approximate MLE of scale parameter. The pivotal quantity
method is also introduced in detail, which is proved to be simpler and more effective. We
also discuss the applications of pivotal inference and give a sufficient condition to ensure
its use. And simulations are done to illustrate the performance of our estimators. Further
research should focus on the applications of the pivotal quantity method. What’s more, due
attention should be paid to ensure that the estimator is positive theoretically.

Disclosure statement
No potential conflict of interest was reported by the authors.

ORCID
Wenhao Gui http://orcid.org/0000-0003-4318-1780

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