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

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  • Indrani Basak

    (Penn State Altoona)

  • N. Balakrishnan

    (McMaster University)

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.

Suggested Citation

  • Indrani Basak & N. Balakrishnan, 2017. "Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring," Computational Statistics, Springer, vol. 32(4), pages 1665-1687, December.
    • Handle: RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0684-0
    DOI: 10.1007/s00180-016-0684-0
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    References listed on IDEAS

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    1. Raqab, Mohammad Z., 1997. "Modified maximum likelihood predictors of future order statistics from normal samples," Computational Statistics & Data Analysis, Elsevier, vol. 25(1), pages 91-106, July.
    2. Basak, Indrani & Basak, Prasanta & Balakrishnan, N., 2006. "On some predictors of times to failure of censored items in progressively censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1313-1337, March.
    3. N. Balakrishnan, 2007. "Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 211-259, August.
    4. N. Balakrishnan, 2007. "Rejoinder on: Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 290-296, August.
    5. Mohammad Raqab & Jafar Ahmadi & Byan Arabli, 2013. "Comparisons among some predictors of exponential distributions using Pitman closeness," Computational Statistics, Springer, vol. 28(5), pages 2349-2365, October.
    6. Mohammad Z. Raqab, 2004. "Approximate maximum likelihood predictors of future failure times of shifted exponential distributions under multiple type II censoring," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 13(1), pages 43-54, April.
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    Cited by:

    1. Kousik Maiti & Suchandan Kayal, 2023. "Estimating Reliability Characteristics of the Log-Logistic Distribution Under Progressive Censoring with Two Applications," Annals of Data Science, Springer, vol. 10(1), pages 89-128, February.
    2. Wenjie Zhang & Wenhao Gui, 2022. "Statistical Inference and Optimal Design of Accelerated Life Testing for the Chen Distribution under Progressive Type-II Censoring," Mathematics, MDPI, vol. 10(9), pages 1-21, May.
    3. J. Ahmadi & B. Khatib Astaneh & M. Rezaie & S. Ameli, 2022. "Prediction of times to failure of censored units under generalized progressive hybrid censoring scheme," Computational Statistics, Springer, vol. 37(4), pages 2049-2086, September.
    4. Junru Ren & Wenhao Gui, 2021. "Inference and optimal censoring scheme for progressively Type-II censored competing risks model for generalized Rayleigh distribution," Computational Statistics, Springer, vol. 36(1), pages 479-513, March.

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