Interval Estimation for Parameters of a Bivariate Time Varying Covariate Model

This paper investigates several asymptotic confidence interval estimates, based on the wald, likelihood ratio and the score statistics for the parameters of a parallel two-component system model, with dependent failure and a time varying covariate, when data is censored. this model is an extension of the bivariate exponential model. the procedures are investigated via a coverage probability study using the simulated data. the results clearly indicate that the interval estimates, based on the likelihood ratio method, work better than any of the other two methods when dealing with the censored data.