Prediction for Pareto distribution based on progressively Type-II censored samples

Mohammad Z. Raqab, A. Asgharzadeh and R. Valiollahi

Computational Statistics & Data Analysis, 2010, vol. 54, issue 7, 1732-1743

Abstract: In this paper, we discuss different predictors of times to failure of units censored in multiple stages in a progressively censored sample from Pareto distribution. The best linear unbiased predictors, maximum likelihood predictors and approximate maximum likelihood predictors are considered. We also present two methods for obtaining prediction intervals for the times to failure of units. A numerical simulation study involving two data sets is presented to illustrate the methods of prediction.

Keywords: Progressive; Type-II; censoring; Pareto; distribution; Best; linear; unbiased; predictor; Maximum; likelihood; predictor; Prediction; interval; Highest; conditional; density; Monte; Carlo; simulation (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (13)

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