Prediction intervals of future observation from one-parameter exponential distribution based on multiply type II censored samples

Abstract

Wu and Yang [Quality and Reliability Engineering International 18 (2002) 149] (Ref. [12]) propose the weighted moments estimators (WMEs) of scale parameter θ for one-parameter exponential distribution under multiply type II censored sample Y ( r+1) <⋯< Y ( r+ k) < Y ( r+ k+ l+1) <⋯< Y ( n− s) . Hence, we use these WMEs, approximate maximum likelihood estimator (AMLE) and best linear unbiased estimator (BLUE) of scale parameter to find pivotal quantities and obtain the prediction intervals of the jth future observation ( Y ( j) , n − s < j ⩽ n) based on the above censored sample. Finally, we give one example and the Monte Carlo simulation to assess the behaviors of these pivotal quantities for establishing prediction intervals of the jth future observation ( Y ( j) , n − s < j ⩽ n).