Skip to main content
. 2021 Nov 23;23(12):1558. doi: 10.3390/e23121558
Algorithm 2: Constructing bootstrap-t confidence intervals
  • step 1

    Set the simulation number Nboot times ahead.

  • step 2

    Compute the MLEs of σ and λ under the original censored sample x_=(x1,x2,,xm), denoted as σ^ and λ^. (If we carry out a simulation study, we should first generate an adaptive progressive type II censored sample x_=(x1,x2,,xm) from EHL(λ,σ) with T,n,m,R as the original sample.)

  • step 3

    Generate a bootstrap sample x_* using σ^,λ^ and the same censoring pattern (n,m,T,R). Then, calculate the bootstrap MLEs σ^* and λ^* and their variances Var(σ^*) and Var(λ^*).

  • step 4

    Calculate the t-statistics S1˜=σ^*σ^Varσ^* for σ^* and S2˜=λ^*λ^Varλ^* for λ^*.

  • step 5

    Repeat steps 2–3 Nboot times to acquire a series of bootstrap t-statistics S1˜**1,S1˜**2,,S1˜**Nboot and S2˜**1,S2˜**2,,S2˜**Nboot.

  • step 6

    Arrange S1˜**1,S1˜**2,,S1˜**Nboot and S2˜**1,S2˜**2,,S2˜**Nboot in ascending order respectively and obtain S1˜**1,S1˜**2,S1˜**Nboot and S2˜**1,S2˜**2,,S2˜**Nboot.