Simultaneous confidence intervals for the quantile differences of several two-parameter exponential distributions under the progressive type II censoring scheme

We consider the problem of constructing simultaneous confidence intervals (SCIs) for the pairwise quantile differences of several heterogeneous two-parameter exponential distributions when the data are censored under a progressive Type II censoring scheme. We propose three simulation-based SCIs and a classic set of SCIs for pairwise quantile differences when a fixed value of a percentage is given. We also discuss constructing SCIs for pairwise quantile differences simultaneously for all values of percentages. Further, we discuss the properties of the proposed SCIs theoretically. Then, we evaluate the methods via an extensive simulation study. The results show that the sets of classic SCIs and the one which is based on the fiducial generalized concept can be recommended for different scenarios. Finally, the results are illustrated by an example.