TY - JOUR
AU1 - Fernández, Arturo
AB - On the basis of a doubly censored sample from an exponential lifetime distribution, the problem of predicting the lifetimes of the unfailed items (one-sample prediction), as well as a second independent future sample from the same distribution (two-sample prediction), is addressed in a Bayesian setting. A class of conjugate prior distributions, which includes Jeffreys' prior as a special case, is considered. Explicit expressions for predictive densities and survivals are derived. Assuming squared-error loss, Bayes predictive estimators are obtained in closed forms (in particular, the estimator of the number of failures in a specified future time interval, is given analytically). Bayes prediction limits and predictive estimators under absolute-error loss can readily be computed using iterative methods. As applications, the total duration time in a life test and the failure time of ak-out-of-n system may be predicted. As an illustration, a numerical example is also included.
TI - One- and two-sample prediction based on doubly censored exponential data and prior information
JF - TEST
DO - 10.1007/BF02595779
DA - 2007-03-28
UR - https://www.deepdyve.com/lp/springer-journals/one-and-two-sample-prediction-based-on-doubly-censored-exponential-0zGx09ONl1
SP - 403
EP - 416
VL - 13
IS - 2
DP - DeepDyve
ER -