Conditional Inference for the Parameters of Pareto Distributions when Observed Samples are Progressively Censored

In this paper we develop procedures for obtaining confidence intervals for the location and scale parameters of a Pareto distribution as well as upper and lower γ probability tolerance intervals for a proportion β when the observed samples are progressively censored. The intervals are exact, and are obtained by conditioning on the observed values of the ancillary statistics. Since the procedures assume that the shape parameter ν is known, a sensitivity analysis is also carried out to see how the procedures are affected by changes in ν.