Prediction of future failures for generalized exponential distribution under type-I or type-II hybrid censoring. (English) Zbl 1362.62181

Valiollahi, R.; Asgharzadeh, A.; Kundu, D.

Braz. J. Probab. Stat. 31, No. 1, 41-61 (2017).

Summary: In this paper, we consider the prediction of a future observation based on either Type-I or Type-II hybrid censored samples when the lifetime distribution of the experimental units is assumed to be a generalized exponential random variable. Different point and interval predictors are obtained using classical and Bayesian approaches. Monte Carlo simulations are performed to compare the performances of the different methods, and the analysis of one data set has been presented for illustrative purposes.

MSC:

62N05	Reliability and life testing
62N01	Censored data models
65C60	Computational problems in statistics (MSC2010)

Keywords:

type-I hybrid censoring; type-II hybrid censoring; generalized exponential distribution; predictor; prediction interval; Monte Carlo simulation