Statistical inference about the shape parameter of the new two-parameter bathtub-shaped lifetime distribution

This paper proposes a simple and exact method for conducting a statistical test about the shape parameter of the new two-parameter lifetime distribution with a bathtub-shaped or increasing failure rate function, as well as an exact confidence interval for the same parameter. The necessary critical values of the test are given. The method provided in this paper can be used for type II right censored data. Moreover, Monte Carlo simulation and an example are used to compare this new method to the existing approach of Chen (Statistics and Probability Letters 2000; 49:155-161). Copyright (C) 2004 John Wiley Sons, Ltd.