6 Conclusions
In this paper, we have addressed the prediction of
future lifetimes of a simple step stress test of Rayleigh
distribution under CEM when the data are Type-II
censored. Several point predictors are proposed
including, maximum likelihood, conditional median,
and best unbiased predictors. We have also discussed
another aspect of prediction, which is constructing
prediction intervals for the future lifetimes. We have
compared the performance of the predictors obtained
by extensive Monte Carlo simulation study by
considering the biases and MSPEs of the suggested
predictors. Prediction intervals were also assessed in
terms of the average lengths and coverage
probabilities. It is observed that the CMP has the best
performance among all point predictors. In the context
of interval prediction, it is observed that the SL based
method is the most suitable method for obtaining PIs
of future lifetimes.
It is worth mentioning that the results of this paper
were mainly obtained for Type-II censored scheme,
but our techniques can be performed for other
censoring schemes, as Type-I, hybrid or progressive
censoring.
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WSEAS TRANSACTIONS on MATHEMATICS
DOI: 10.37394/23206.2022.21.20