### 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 language | English (US) |
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Pages (from-to) | 1665-1687 |

Number of pages | 23 |

Journal | Computational Statistics |

Volume | 32 |

Issue number | 4 |

DOIs | |

State | Published - Dec 1 2017 |

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### All Science Journal Classification (ASJC) codes

- Statistics and Probability
- Statistics, Probability and Uncertainty
- Computational Mathematics

### Cite this

*Computational Statistics*,

*32*(4), 1665-1687. https://doi.org/10.1007/s00180-016-0684-0

}

*Computational Statistics*, vol. 32, no. 4, pp. 1665-1687. https://doi.org/10.1007/s00180-016-0684-0

**Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring.** / Basak, Indrani; Balakrishnan, N.

Research output: Contribution to journal › Article

TY - JOUR

T1 - Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring

AU - Basak, Indrani

AU - Balakrishnan, N.

PY - 2017/12/1

Y1 - 2017/12/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=84987678268&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84987678268&partnerID=8YFLogxK

U2 - 10.1007/s00180-016-0684-0

DO - 10.1007/s00180-016-0684-0

M3 - Article

VL - 32

SP - 1665

EP - 1687

JO - Computational Statistics

JF - Computational Statistics

SN - 0943-4062

IS - 4

ER -