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