Cl. Huynh et al., LARGE-SAMPLE ESTIMATION OF RELIABILITY UNDER THE EXPONENTIAL-DISTRIBUTION IN LIFE TESTING, IEEE transactions on reliability, 43(2), 1994, pp. 270-274
The exact formula for the variance of the uniformly minimum variance u
nbiased estimator (UMVUE) of the reliability function, R(t), for expon
ential life is quite cumbersome. A simple expression for the asymptoti
c variance of the UMVUE of R(t) is found. Interval estimates of R(t) a
re also constructed. By comparing the approximations to the exact valu
es in several configuration of sample size and population parameter, t
he derived formula is shown to be useful for sample sizes larger than
15.