Prediction of Times to Failure of Censored Items for a Simple Step-Stress Model with Regular and Progressive Type I Censoring from the Exponential Distribution

摘要

The problem of predicting times to failure of units from the Exponential Distribution which are censored under a simple step-stress model is considered in this article. We discuss two types of censoringregular and progressive Type Iand two kinds of predictorsthe maximum likelihood predictors (MLP) and the conditional median predictors (CMP) for each type of censoring. Numerical examples are used to illustrate the prediction methods. Using simulation studies, mean squared prediction error (MSPE) and prediction intervals are generated for these examples. MLP and the CMP are then compared with respect to MSPE and the prediction interval.