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Prediction of times to failure of censored units under generalized progressive hybrid censoring scheme

Author

Listed:
  • J. Ahmadi

    (Ferdowsi University of Mashhad)

  • B. Khatib Astaneh

    (University of Neyshabur)

  • M. Rezaie

    (University of Birjand)

  • S. Ameli

    (University of Birjand)

Abstract

In this paper, the problem of predicting times to failure of units censored in multiple stages of generalized progressively hybrid censoring from exponential and Weibull distributions is discussed. Different classical point predictors, namely, the best unbiased, the maximum likelihood and the conditional median predictors are all derived. Moreover, the problem of interval prediction is investigated. Numerical example as well as two real data sets are used to illustrate the proposed prediction methods. Using a Monte-Carlo simulation algorithm, the performance of the point predictors is investigated in terms of the bias and mean squared prediction error criteria. Also, the width and the coverage rate of the obtained prediction intervals are studied by simulations.

Suggested Citation

  • J. Ahmadi & B. Khatib Astaneh & M. Rezaie & S. Ameli, 2022. "Prediction of times to failure of censored units under generalized progressive hybrid censoring scheme," Computational Statistics, Springer, vol. 37(4), pages 2049-2086, September.
    • Handle: RePEc:spr:compst:v:37:y:2022:i:4:d:10.1007_s00180-021-01191-3
    DOI: 10.1007/s00180-021-01191-3
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    References listed on IDEAS

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    1. B. Chandrasekar & A. Childs & N. Balakrishnan, 2004. "Exact likelihood inference for the exponential distribution under generalized Type‐I and Type‐II hybrid censoring," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(7), pages 994-1004, October.
    2. Ping Chan & Hon Ng & Feng Su, 2015. "Exact likelihood inference for the two-parameter exponential distribution under Type-II progressively hybrid censoring," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(6), pages 747-770, August.
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    4. Basak, Indrani & Basak, Prasanta & Balakrishnan, N., 2006. "On some predictors of times to failure of censored items in progressively censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1313-1337, March.
    5. Raqab, Mohammad Z. & Asgharzadeh, A. & Valiollahi, R., 2010. "Prediction for Pareto distribution based on progressively Type-II censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1732-1743, July.
    6. Indrani Basak & N. Balakrishnan, 2017. "Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring," Computational Statistics, Springer, vol. 32(4), pages 1665-1687, December.
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