Point and Interval Estimation for Gaussian Distribution, Based on Progressively Type-II Censored Samples

The likelihood equations based on a progressively Type-II censored sample from a Gaussian distribution do not provide explicit solutions in any situation except the complete sample case. This paper examines numerically the bias and mean square error of the MLE, and demonstrates that the probability coverages of the pivotal quantities (for location and scale parameters) based on asymptotic $s$-normality are unsatisfactory, and particularly so …