Brazilian Journal of Probability and Statistics

Prediction of future failures for generalized exponential distribution under Type-I or Type-II hybrid censoring

R. Valiollahi, A. Asgharzadeh, and D. Kundu

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Abstract

In this paper, we consider the prediction of a future observation based on either Type-I or Type-II hybrid censored samples when the lifetime distribution of the experimental units is assumed to be a generalized exponential random variable. Different point and interval predictors are obtained using classical and Bayesian approaches. Monte Carlo simulations are performed to compare the performances of the different methods, and the analysis of one data set has been presented for illustrative purposes.

Article information

Source
Braz. J. Probab. Stat., Volume 31, Number 1 (2017), 41-61.

Dates
Received: August 2015
Accepted: October 2015
First available in Project Euclid: 25 January 2017

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1485334824

Digital Object Identifier
doi:10.1214/15-BJPS302

Mathematical Reviews number (MathSciNet)
MR3601660

Zentralblatt MATH identifier
1362.62181

Keywords
Type-I hybrid censoring Type-II hybrid censoring generalized exponential distribution predictor prediction interval Monte Carlo simulation

Citation

Valiollahi, R.; Asgharzadeh, A.; Kundu, D. Prediction of future failures for generalized exponential distribution under Type-I or Type-II hybrid censoring. Braz. J. Probab. Stat. 31 (2017), no. 1, 41--61. doi:10.1214/15-BJPS302. https://projecteuclid.org/euclid.bjps/1485334824


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