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Exact predictive likelihood inference for Laplace...
Journal article

Exact predictive likelihood inference for Laplace distribution based on a time-constrained experiment

Abstract

In this paper, we will first derive explicit expressions for the predictive maximum likelihood estimators (PMLEs) for Laplace distribution based on a time-constrained life-testing experiment. Next, we derive the exact conditional distribution of the likelihood predictor of the s-th failure through the use of exact conditional moment generating function (MGF). We develop three different exact prediction intervals for the future failure, and a …

Authors

Zhu X; Balakrishnan N; Zhou Y; So H-Y

Journal

Communications in Statistics - Simulation and Computation, Vol. 49, No. 3, pp. 647–668

Publisher

Taylor & Francis

Publication Date

March 3, 2020

DOI

10.1080/03610918.2019.1642480

ISSN

0361-0918