Use of the functional relationships between the exponential and the Type II asymptotic distributions of largest and smallest values enables one to obtain conditional maximum-likelihood estimators, from singly censored samples, of the scale parameters (characteristic largest and characteristic smallest values) of the Type II asymptotic distributions of largest and smallest values, Fl(y; v,, , K) = exp [-(y/v,)-"] and F&c; Q , K) = 1 -exp [ -(z/v~)-"1, by simple transformations of the corresponding estimator, a,,,, , of the scale parameter of the exponential distribution, based on the first m order statistics of a sample of size n. Use is made of the fact that 0, ( K = ii:'" and v^, [ I< = -&,A'k, where 2m&Jt? has the chi-square distribution with 2m degrees of freedom, to set confidence bounds on the scale parameters, v,, and 01 , of the Type II asymptotic distributions of largest and smallest values.The probability densities of 0, ( K and & 1 K, each of which for given m is the same for any n > m, are obtained by simple transformations of that of i,,. The expected values of &,I K and G1 1 K are determined, and from them the unbiasing factors by which 0, 1 K and 0, 1 K must be multiplied to obtain unbiased estimators, 5" 1 K and 51 1 I<. Expressions are found for the variances of these unbiased estimators and for the Cramer-Rao lower bounds. Values of the unbiasing factors, the variances of the unbiased estimators, and their efficiency relative to the Cram&-Rao lower bound, all of which are independent of n, are tabled for m = 1(1)20(4)100 and K = 0.5(0.5)4.0, 5.0. A numerical example and some remarks on applications are included.