Prediction of times to failure of censored items for a simple step-stress model with regular and progressive type i censoring from the exponential distribution

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Abstract

The problem of predicting times to failure of units from the Exponential Distribution which are censored under a simple step-stress model is considered in this article. We discuss two types of censoring-regular and progressive Type I-and two kinds of predictors-the maximum likelihood predictors (MLP) and the conditional median predictors (CMP) for each type of censoring. Numerical examples are used to illustrate the prediction methods. Using simulation studies, mean squared prediction error (MSPE) and prediction intervals are generated for these examples. MLP and the CMP are then compared with respect to MSPE and the prediction interval.

Original languageEnglish (US)
Pages (from-to)2322-2341
Number of pages20
JournalCommunications in Statistics - Theory and Methods
Volume43
Issue number10-12
DOIs
StatePublished - May 15 2014

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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