In this paper, we consider a k-component coherent system while the system lifetimes are observed, the system structure is known and the component lifetime follows the proportional hazard rate model. We discuss the prediction problem based on Type-II censored coherent system lifetime data. For predicting the future system failures, we obtain the maximum likelihood predictor, the best unbiased predictor, the conditional median predictor and the Bayesian predictors. As it seems that the integrals of the Bayes prediction do not possess closed forms, the Metropolis-Hastings method is applied to approximating these integrals. Different interval predictors based on classical and Bayesian approaches are derived. A numerical example is presented to illustrate the prediction methods used in this paper. A Monte Carlo simulation study is performed to evaluate and compare the performances of different prediction methods.
Fallah, A. (2022). Prediction for the future system failures based on Type-II censored coherent systems data under a proportional hazard model. Journal of Statistical Modelling: Theory and Applications, 3(2), 119-143. doi: 10.22034/jsmta.2023.19581.1084
MLA
Adeleh Fallah. "Prediction for the future system failures based on Type-II censored coherent systems data under a proportional hazard model", Journal of Statistical Modelling: Theory and Applications, 3, 2, 2022, 119-143. doi: 10.22034/jsmta.2023.19581.1084
HARVARD
Fallah, A. (2022). 'Prediction for the future system failures based on Type-II censored coherent systems data under a proportional hazard model', Journal of Statistical Modelling: Theory and Applications, 3(2), pp. 119-143. doi: 10.22034/jsmta.2023.19581.1084
VANCOUVER
Fallah, A. Prediction for the future system failures based on Type-II censored coherent systems data under a proportional hazard model. Journal of Statistical Modelling: Theory and Applications, 2022; 3(2): 119-143. doi: 10.22034/jsmta.2023.19581.1084
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