Prediction for Lindley Distribution Based on Type-II Right Censored Samples

Authors
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
10.22034/jirss.2017.16.01
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

Volume 16, Issue 2
December 2017
Pages 1-19

  • Receive Date 23 July 2022