Different types of exact confidence intervals and exact joint confidence regions for the parameters of the Type I extreme value distribution based on a doubly Type II censored sample or a right censored sample are developed in this paper. The parameter estimations of Weibull distribution are also discussed. Moreover, we provide optimal criteria for finding a best exact confidence interval and a best exact joint confidence region among these estimations. Finally, two examples are given to illustrate our proposed method.
Communications in Statistics : Theory and Methods 32(3), pp.533-554