Computational comparison of prediction intervals of future observation for two-parameter exponential distribution

DOI10.1016/j.amc.2006.06.087zbMath1114.65010MaRDI QIDQ879593

N. E. Zubov

Publication date: 14 May 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.06.087

zbMATH Keywords

numerical example; best linear unbiased estimator; approximate maximum likelihood estimator; weighted moments estimators

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62F10: Point estimation

Uses Software

• IMSL Numerical Libraries

Cites Work

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• Bayes estimators of exponential parameters when the observations are left and right censored
• Estimation of Location and Scale Parameters by Order Statistics from Singly and Doubly Censored Samples
• Exponential Parameter Estimation for Data Sets Containing Left and Right Censored Observations
• Exact prediction intervals for exponential distributions based on doubly Type-II censored samples
• Estimation for one- and two-parameter exponential distributions under multiple type-II censoring
• Exact linear inference for scaled exponential distribution based on doubly type-ii censored samples
• Estimation of exponential parameters under multiply type II censoring
• Prediction of sth Ordered Observation for the Two-Parameter Exponential Distribution
• Approximate Fiducial Bounds for the Reliability of a Series System for Which Each Component has an Exponential Time-to-Fail Distribution
• On maximum likelihood prediction based on type II doubly censored exponential data