Optimal Estimation of the Parameters of the Gompertz Distribution Based on the Doubly Type II Censored Sample

In this paper, we develop exact confidence intervals and exactjoint confidence regions for the parameters of the Gompertzdistribution under the doubly type II censored sample. We alsoprovide optimal criteria for finding a best exact confidenceinterval and a best exact joint confidence region among theseinterval estimations. Finally, we give a numerical example toillustrate our proposed method. Furthermore,when compared to estimation of Chen (1997), our proposedmethod can get a better parameter estimation.