. Roy and Mathew (2005) proposed a method based on the concept of generalized confidence intervals to find
a generalized confidence limit for the reliability function e
−
(x−µ)
θ . Li and Zhang (2010) considered the problem of construct
asymptotic confidence interval for the ratio of means of two two-parameter exponential distributions. Kharrati-Kopaei
et al. (2013) consider simultaneous fiducial generalized confidence intervals for differences of the location parameters of
several exponential distributions under heteroscedasticity. In the quality control study and the experimental design, a more
important parameter of interest is the mean lifespan of certain products. For example, it is known that the product quality
directly affects the competitive advantage of an enterprise in the market. The quality of the product and its lifespan are
∗ Corresponding author.
E-mail address: shijh70@163.com (J. Shi).
http://dx.doi.org/10.1016/j.spl.2015.07.002
0167-7152/© 2015 Elsevier B.V. All rights reserved.
40 J. Li et al. / Statistics and Probability Letters 106 (2015) 39–45
closely linked. If we assume that several component’s life of a mechanical system are all follow life distribution, it is necessary
for us to compare the mean life of these parts, timing to replacement and maintenance of these components to ensure the
reliability of the product; In experimental design we often consider comparing the life of one or more reference products
or one of more test products. Therefore, all pairwise differences of mean life of two or three products have become the
urgent problem to address. It is typically assumed that the product life follows a two-parameter exponential distribution
Exp(µ, θ ), thus its mean life is δ = µ + θ, and the question of interest is to compare the differences δ’s from several such
distributions. Surprisingly, to the best of our knowledge, the literature seems scant in this area. In this paper, we will try to
fill this void by constructing simultaneous confidence intervals (SCIs) for differences of two-parameter exponential means
using a parametric bootstrap (PB) method. For more about the two-parameter exponential distribution family, see Lawless
(1982), Maurya et al. (2011) and the references therein