Authors

• Reza ‎Valiollahi ¹
• Akbar Asgharzadeh ²
• Hon K. T. ‎Ng ³

¹ Department of Statistics‎, ‎Semnan University‎, ‎Semnan‎, ‎Iran

² Department of Statistics‎, ‎University of Mazandaran‎, ‎Babolsar‎, ‎Iran

³ Department of Statistical Science‎, ‎Southern Methodist University‎, ‎Dallas‎, ‎USA

Abstract

‎Lindley distribution has received 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 sample‎‎ 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.

Keywords

• Best unbiased predictor‎
• ‎Conditional median prediction‎
• ‎Highest conditional density‎
• ‎Maximum likelihood prediction‎
• ‎Prediction interval‎