In this paper, we study the estimation problems for the two-parameter bathtub-shaped lifetime distribution based on upper record values. Exact confidence intervals and exact joint confidence regions for the parameters are constructed. Approximate confidence intervals and regions are also disussed based on the asymptotic normality of the maximum likelihood estimators. A simulation study is done for the performance of all proposed confidence intervals and regions. Two numerical examples with real data set and simulated data, are presented to illustrate the methods proposed here.
Hacettepe Journal of Mathematics and Statistics 44(2), p.399–416