Communications in Statistics Part B: Simulation and Computation, ( ISI ), Volume (46), No (2), Year (2015-11) , Pages (1381-1400)

Title : ( Two-Sample Prediction for Progressively Type-II Censored Weibull Lifetimes )

Authors: Somayeh Ghafouri , Arezou Habibirad , فاطمه یوسف زاده ,

Citation: BibTeX | EndNote

Prediction on the basis of censored data has an important role in many fields. This paper develops a non-Bayesian two-sample prediction based on a progressive Type II right censoring scheme. We obtain the maximum likelihood (ML) prediction in a general form for lifetime models including the Weibull distribution. The Weibull distribution is considered to obtain the ML predictor (MLP), the ML prediction estimate (MLPE), the asymptotic ML prediction interval (AMLPI) and the asymptotic predictive ML intervals of the s-th order statistic in a future random sample (Y_s) drawn independently from the parent population, for an arbitrary progressive censoring scheme. To reach this aim, we present three ML prediction methods namely the numerical solution, the EM algorithm and the approximate ML prediction. We compare the performances of the different methods of ML prediction under asymptotic normality and bootstrap methods by Monte Carlo simulation with respect to biases and mean square prediction errors (MSPEs) of the MLPs of Y_s as well as coverage probabilities (CP) and average lengths (AL) of the AMLPIs. Finally, we give a numerical example and a real data sample to assess the computational comparison of these methods of the ML prediction.

Keywords

, Approximate maximum likelihood prediction; EM algorithm; Maximum likelihood prediction; Mean square prediction error; Progressive Type, II right censoring scheme; Two, sample
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@article{paperid:1052747,
author = {Ghafouri, Somayeh and Habibirad, Arezou and فاطمه یوسف زاده},
title = {Two-Sample Prediction for Progressively Type-II Censored Weibull Lifetimes},
journal = {Communications in Statistics Part B: Simulation and Computation},
year = {2015},
volume = {46},
number = {2},
month = {November},
issn = {0361-0918},
pages = {1381--1400},
numpages = {19},
keywords = {Approximate maximum likelihood prediction; EM algorithm; Maximum likelihood prediction; Mean square prediction error; Progressive Type-II right censoring scheme; Two-sample prediction.},
}

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%0 Journal Article
%T Two-Sample Prediction for Progressively Type-II Censored Weibull Lifetimes
%A Ghafouri, Somayeh
%A Habibirad, Arezou
%A فاطمه یوسف زاده
%J Communications in Statistics Part B: Simulation and Computation
%@ 0361-0918
%D 2015

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