Optimal equivariant prediction regions based on multiply type-II censored generalized order statistics from exponential distributions. (English) Zbl 1468.62283
Summary: Interval prediction of future generalized order statistics from exponential distributions based on a multiply Type-II censored sample is considered. On invoking the principle of reduction by equivariance, prediction regions of minimal size are derived and shown to be of interval form. An alternative derivation based on the use of a prediction sufficient statistic is pointed out.
MSC:
| 62G30 | Order statistics; empirical distribution functions |
| 62N01 | Censored data models |
| 62M20 | Inference from stochastic processes and prediction |
Keywords:
prediction intervals; equivariance; prediction sufficiency; ordered data; exponential distributionReferences:
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