In this paper, we make use of an algorithm of Huffer and Lin (2000) in order to develop exact interval estimation for the scale parameter to of an exponential distribution based on doubly Type-II censored samples. We also evaluate the accuracy of a chi-square approximation proposed by Balakrishnan and Gupta (1998). We present the MAPLE program for the determination of the exact percentage points of the pivotal quantity based on the best linear unbiased estimator. Finally, we present a couple of examples to illustrate the method of inference developed here.
Journal of Statistical Computation and Simulation 71(3), pp.183-199