Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring

Indrani Basak, N. Balakrishnan

Research output: Contribution to journalArticle

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Abstract

In this article, we consider the problem of predicting survival times of units from the exponential distribution which are censored under a simple step-stress testing experiment. Progressive Type-II censoring are considered for the form of censoring. Two kinds of predictors—the maximum likelihood predictors (MLP) and the conditional median predictors (CMP)—are derived. Some numerical examples are presented to illustrate the prediction methods developed here. Using simulation studies, prediction intervals are generated for these examples. We then compare the MLP and the CMP with respect to mean squared prediction error and the prediction interval.

Original languageEnglish (US)
Pages (from-to)1665-1687
Number of pages23
JournalComputational Statistics
Volume32
Issue number4
DOIs
StatePublished - Dec 1 2017

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All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Computational Mathematics

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