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.
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Acknowledgements
The authors would like to thank the AE and the anonymous referees for their useful comments and suggestions that substantially improved the presentation of the paper. The first author’s research is partially supported by a Grant from Ferdowsi University of Mashhad [Grant Number 2/54259].
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Ahmadi, J., Khatib Astaneh, B., Rezaie, M. et al. Prediction of times to failure of censored units under generalized progressive hybrid censoring scheme. Comput Stat 37, 2049–2086 (2022). https://doi.org/10.1007/s00180-021-01191-3
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DOI: https://doi.org/10.1007/s00180-021-01191-3