In progressive censoring, items are removed at certain times during the life test. Commonly, it is assumed that the removed items are used for further testing. In order to take into account information about these additional testing in inferential procedures, we propose a two‐step model of stage life testing with one fixed stage‐change time which incorporates information about both the removed items (further tested under different conditions) and those remaining in the current life test. We show that some marginal distributions in our model correspond either to progressive censoring with a fixed censoring time or to a simple‐step stress model. Furthermore, assuming a cumulative exposure model, we establish exact inferential results for the distribution parameters when the lifetimes are exponentially distributed. An extension to Weibull distributed lifetimes is also discussed.
accelerated life testing exact confidence intervals exponential distribution likelihood inference progressive censoring with fixed censoring times simple step‐stress model Weibull distribution