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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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

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

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

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Zentralblatt MATH identifier

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


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.

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