This study considers the estimation of a two-parameter Burr-XII distribution under Type II progressive censoring. Several pivotal quantities are proposed to construct the confidence interval for the shape parameter and the confidence region for two parameters. A biometrical example is given to illustrate the proposed confidence intervals or confidence regions. The criteria of minimum confidence length and minimum confidence area are used to obtain the optimal estimation. At last, a simulation study is done to compare the performances of all proposed pivotal quantities.
Statistics: A Journal of Theoretical and Applied Statistics 44(1), pp.77-88