A Note on the Prediction of Censored Exponential Lifetimes in a Simple Step-stress Model with Type-II Censoring

In this article, we consider the problem of predicting survival times of units from the exponential distribution which are censored under a simple step-stress testing experiment. In this article, Type-II censoring are considered for the form of censoring. Two kinds of predictors—the maximum likelihood predictors (MLP) and the conditional median predictors (CMPs)—are derived. Some numerical examples are presented to illustrate the prediction methods developed here. Using simulation studies, prediction intervals are generated for these examples. We then compare the MLP and the CMP with respect to mean squared prediction error (MSPE) and the prediction interval. Finally, we used a real data to apply the prediction methods developed in the article.