Some properties of progressive censored order statistics from arbitrary and uniform distributions with applications to inference and simulation

In this paper, we first establish three properties of progressive Type-II censored order statistics from arbitrary continuous distributions. These properties are then used to develop an algorithm to simulate general progressive Type-II censored order statistics from any continuous distribution, by generalizing the algorithm given recently by Balakrishnan and Sandhu (Sankhya Series B58 (1995), 1–9). We then establish an independence result for …