On exact confidence intervals in a competing risks model with generalized hybrid type-I censored exponential data
G. Iliopoulos
In a recent paper by Mao, Shi and Sun to appear in Journal of Statistical Computation and Simulation, the authors discuss, among other approaches, the construction of exact confidence intervals for the underlying parameters by "pivoting the CDFs" of the corresponding maximum likelihood estimators. The authors assume that this method is applicable without providing the appropriate justification. In this short note the two requirements for the applicability of this method are discussed, namely, the stochastic monotonicity of the maximum likelihood estimators and the existence of solutions to the equations defining the exact confidence interval's endpoints.
Key words and phrases: competing risks, exponential distribution, generalized type-I hybrid censoring, maximum likelihood estimators, stochastic monotonicity, pivoting the CDF.
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