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Approximate maximum likelihood predictors of future failure times of shifted exponential distributions under multiple type II censoring

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  • Mohammad Z. Raqab

    (University of Jordan)

Abstract

. Suppose we consider a general multiple type II censored sample (some middle observations being censored) from a shifted exponential distribution. The maximum likelihood prediction method does not admit explicit solutions. We introduce a simple approximation to one of prediction likelihood equations and derive approximate predictors of missing failure times. We compute their mean square prediction errors by simulation and compare them with the best linear predictors. Further, we present two real examples to illustrate this method of prediction.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:stmapp:v:13:y:2004:i:1:d:10.1007_s10260-004-0084-4
    DOI: 10.1007/s10260-004-0084-4
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    Cited by:

    1. 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.

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