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Abstract:   (541 Views)

‎Lindley distribution has received a considerable attention in the statistical literature due to its simplicity‎. ‎In this paper‎, ‎we consider the problem of predicting the failure times of experimental units that are censored in a right-censored experiment when the underlying lifetime is Lindley distributed‎. ‎The maximum likelihood predictor‎, ‎the best unbiased predictor and the conditional median predictor are derived‎. ‎Prediction intervals based on these predictors are considered‎. ‎We further propose two resampling-based procedures for obtaining the prediction intervals‎. ‎A numerical example is used to illustrate the methodology developed in this paper‎. ‎Finally‎, ‎a Monte Carlo simulation study is employed to evaluate the performance of different prediction methods‎.

Type of Study: Original Paper | Subject: 62Gxx: Nonparametric inference
Received: 2016/06/6 | Accepted: 2017/03/21 | Published: 2017/03/21