Exact prediction intervals for future exponential lifetime based on random generalized order statistics

Faculty Science Year: 2011
Type of Publication: Article Pages: 1366-1378
Authors:
Barakat, H. M, El-Adll, Magdy E, Aly, Amany E
DOI: 10.1016/j.camwa.2011.01.002
Journal: COMPUTERS \& MATHEMATICS WITH APPLICATIONS PERGAMON-ELSEVIER SCIENCE LTD Volume: 61
Research Area: Computer Science; Mathematics ISSN ISI:000288580700010
Keywords : Generalized order statistics, Random sample size, Monte Carlo simulation, Predictive interval, Probability coverage, Average width    
Abstract:
In this paper we develop two pivotal quantities to construct exact predication intervals for future exponential lifetime based on a random number of lower generalized order statistics. The distribution functions of the two pivotal quantities, when the sample size is assumed to be integer-valued random variable, are derived. Three important special cases for the random sample size are presented. A simulation study is conducted for illustrative purposes. (C) 2011 Elsevier Ltd. All rights reserved.
    
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