Prediction of future generalized order statistics based on exponential distribution with random sample size

H. M. Barakat, E. M. Nigm, Magdy E. El-Adll () and M. Yusuf
Additional contact information
H. M. Barakat: Zagazig University
E. M. Nigm: Zagazig University
Magdy E. El-Adll: Helwan University
M. Yusuf: Helwan University

Statistical Papers, 2018, vol. 59, issue 2, No 9, 605-631

Abstract: Abstract In this paper we develop two pivotal quantities to construct prediction intervals for future two-parameter exponential lifetimes based on a random number of generalized order statistics (gOs) under a general set-up including progressive type II censored order statistics (pOs) with general scheme. Moreover, the expected value as well as the mean square error for the upper limit of predictive confidence interval (PCI) are obtained. Furthermore, a maximum likelihood predictor (MLP) for future exponential lifetimes is derived when the sample size is deterministic or random. Finally, a simulation study and an application to real data illustrate and corroborate the theoretical results.

Keywords: Generalized order statistics; Random sample size; Predictive interval; Probability coverage; Predictive maximum likelihood function; Mean square error; Monte Carlo simulation; 11K45; 60K10; 62E15; 62G30; 62M20 (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:59:y:2018:i:2:d:10.1007_s00362-016-0779-2

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DOI: 10.1007/s00362-016-0779-2

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