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Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size

Author

Listed:
  • H. M. Barakat

    (Zagazig University)

  • Haidy A. Newer

    (Ain-Shams University)

Abstract

In the present paper, two pivotal statistics are suggested to construct prediction intervals of future observations from the exponential and Pareto distributions in the context of ordered ranked set sample. Our study encompasses two cases. The first case, when the sample size is assumed to be fixed and the second case when the sample size is assumed to be a positive integer-valued random variable. In addition to deriving explicit forms for the distribution functions of the two pivotal statistics, we consider some special cases for the random size of the sample. Moreover, a simulation study is carried out to assess the efficiency of the suggested methods. Finally, an example representing lifetime data is analyzed.

Suggested Citation

  • H. M. Barakat & Haidy A. Newer, 2022. "Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size," Statistical Papers, Springer, vol. 63(6), pages 1801-1827, December.
    • Handle: RePEc:spr:stpapr:v:63:y:2022:i:6:d:10.1007_s00362-022-01295-y
    DOI: 10.1007/s00362-022-01295-y
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    References listed on IDEAS

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    1. Mostafa M. Mohie El-Din & Mohamed S. Kotb & Ehab F. Abd-Elfattah & Haidy A. Newer, 2017. "Bayesian inference and prediction of the Pareto distribution based on ordered ranked set sampling," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(13), pages 6264-6279, July.
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    6. H. M. Barakat & E. M. Nigm & Magdy E. El-Adll & M. Yusuf, 2018. "Prediction of future generalized order statistics based on exponential distribution with random sample size," Statistical Papers, Springer, vol. 59(2), pages 605-631, June.
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