Metrika (2007) 65: 159–170 DOI 10.1007/s00184-006-0066-7 ORIGINAL ARTICLE Debasis Kundu · Rameshwar D. Gupta Analysis of hybrid life-tests in presence of competing risks Received: 17 August 2005 / Published online: 9 May 2006 © Springer-Verlag 2006 Abstract The mixture of type-I and type-II censoring schemes, called the hybrid censoring scheme is quite common in life-testing or reliability experiments. In this paper, we consider the competing risks model in presence of hybrid censored data. Under this set up, it is assumed that the item may fail due to various causes and the corresponding lifetime distributions are independent and exponentially distributed with different scale parameters. We obtain the maximum likelihood estimators of the mean life of the different causes and derive their exact distributions. Using the exact distributions, all the moments can be obtained. Asymptotic confidence inter- vals and two bootstrap confidence intervals are also proposed. Bayes estimates and credible intervals of the unknown parameters are obtained under the assumptions of independent inverted gamma priors of the mean life of the different causes. Different methods have been compared using Monte Carlo simulations. One real data set has been analyzed for illustrative purposes. Keywords Maximum likelihood estimators · Type-I and type-II censoring · Fisher information matrix · Asymptotic distribution · Bayesian inferenceInverted gamma distribution Part of the work was supported by a grant from the Natural Sciences and Engineering Research Council. D. Kundu (B ) Department of Mathematics and Statistics, Indian Institute of Technology Kanpur, Kanpur, 208016, India E-mail: kundu@iitk.ac.in Tel.: +91-512-2597141 Fax: +91-512-2597500 R. D. Gupta Department of Computer Science and Statistics, The University of New Brunswick at Saint John, New Brunswick, Canada E2L 4L5