A competing risks model is analysed based on improved adaptive type-II progressive
censored sample (IAT-II PCS). Two independent competing causes of failures are considered.
It is assumed that lifetimes of the competing causes of failure follow exponential distributions
with different means. Maximum likelihood estimators (MLEs) for the unknown model
parameters are obtained. Using asymptotic normality property of MLE, the asymptotic
confidence intervals are constructed. Existence and uniqueness properties of the MLEs are
studied. The Bayes estimators are obtained under symmetric and asymmetric loss functions
with non-informative and informative priors. For informative priors, independent gamma
distributions are considered. Highest posterior density (HPD) credible intervals are obtained.
A Monte Carlo simulation study is carried out to compare performance of the established
estimates.