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

Mohammad Z. Raqab ()
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Mohammad Z. Raqab: University of Jordan

Statistical Methods & Applications, 2004, vol. 13, issue 1, No 4, 43-54

Abstract: 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.

Keywords: Exponential distribution; Order statistics; Maximum likelihood prediction; Best linear unbiased predictor; Best linear invariant predictor (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/s10260-004-0084-4

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