Predicting future lifetime for mixture exponential distribution. Issue 7 (3rd July 2022)

• Record Type: Journal Article
• Authors: Barakat, H. M.; Khaled, O. M.; Ghonem, Hadeer A.
• Is Part Of: Communications in statistics. Volume 51:Issue 7(2022)
• Page Start: 3533
• Page End: 3552
• Publication Date: 2022-07-03
• Subjects: Mixture distributions -- Order statistics -- Point predictor -- Predictive interval -- Probability coverage; Primary: 62G30 -- Secondary: 62E15; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2020.1715434
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract: This paper studies the prediction problem of future order statistics based on a mixture of exponential distributions. We suggest different scenarios to construct predictive intervals and point predictions for the future observations in two cases. In the first case, we assume fixed sample size, while in the second case, the sample size is assumed to be positive integer–valued random variable independent of the observations.