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February 2017 Prediction of future failures for generalized exponential distribution under Type-I or Type-II hybrid censoring
R. Valiollahi, A. Asgharzadeh, D. Kundu
Braz. J. Probab. Stat. 31(1): 41-61 (February 2017). DOI: 10.1214/15-BJPS302

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.

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R. Valiollahi. A. Asgharzadeh. D. Kundu. "Prediction of future failures for generalized exponential distribution under Type-I or Type-II hybrid censoring." Braz. J. Probab. Stat. 31 (1) 41 - 61, February 2017. https://doi.org/10.1214/15-BJPS302

Information

Received: 1 August 2015; Accepted: 1 October 2015; Published: February 2017
First available in Project Euclid: 25 January 2017

zbMATH: 1362.62181
MathSciNet: MR3601660
Digital Object Identifier: 10.1214/15-BJPS302

Keywords: generalized exponential distribution , Monte Carlo simulation , prediction interval , Predictor , Type-I hybrid censoring , Type-II hybrid censoring

Rights: Copyright © 2017 Brazilian Statistical Association

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Vol.31 • No. 1 • February 2017
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