Statistical Prediction Based on Censored Life Data Escobar, Luis Meeker, William Meeker, William
dc.contributor.department Statistics 2018-02-16T04:21:17.000 2020-07-02T06:55:47Z 2020-07-02T06:55:47Z 1999-02-11
dc.description.abstract <p>This article describes methods for using censored life data to construct prediction bounds or intervals for future outcomes. Both new-sample prediction (e.g., using data from a previous sample to make predictions on the future failure time of a new unit) and within-sample prediction problems (e.g., predicting the number of future failures from a sample, based on early data from that sample) are considered. The general method, based on an assumed parametric distribution, uses simulationbased calibration. This method provides exactly the nominal coverage probability when an exact pivotal-based method exists and a highly accurate large-sample approximation, otherwise. To illustrate new-sample prediction, we show how to construct a prediction interval for a single future observation from a previously sampled population/process (motivated by a customer's request for an interval to contain the life of a purchased product). To illustrate within-sample prediction, we show how to compute a prediction interval for the number of future failures in a specified period beyond the observation period (motivated by a warranty prediction problem). Then we present an example that requires more general methods to deal with complicated censoring arising because units enter service at different points in time (staggered entry).</p>
dc.description.comments <p>This preprint has been published in <em>Technometrics</em> 41 (1999): 113–124, doi:<a href="" target="_blank">10.1080/00401706.1999.10485632</a>.</p>
dc.identifier archive/
dc.identifier.articleid 1007
dc.identifier.contextkey 6972435
dc.identifier.s3bucket isulib-bepress-aws-west
dc.identifier.submissionpath stat_las_preprints/10
dc.language.iso en
dc.source.bitstream archive/|||Fri Jan 14 18:06:01 UTC 2022
dc.source.uri 10.1080/00401706.1999.10485632
dc.subject.disciplines Statistics and Probability
dc.subject.keywords CNDE
dc.subject.keywords Bootstrap
dc.subject.keywords Maximum likelihood
dc.subject.keywords Reliability
dc.subject.keywords Simulation
dc.subject.keywords Warranty
dc.title Statistical Prediction Based on Censored Life Data
dc.type article
dc.type.genre article
dspace.entity.type Publication
relation.isAuthorOfPublication a1ae45d5-fca5-4709-bed9-3dd8efdba54e
relation.isOrgUnitOfPublication 264904d9-9e66-4169-8e11-034e537ddbca
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