Predictors of Failure Times of Censored Units in Progressively Censored Samples from Normal Distribution

In this article, we consider the problem of predicting times to failure of units censored in multiple stages in a progressively censored sample from normal distribution. The best linear unbiased predictor (BLUP), the maximum likelihood predictor (MLP), a modified maximum likelihood predictor (MMLP), an approximate maximum likelihood predictor (AMLP), and the conditional median predictor (CMP) are all derived. A numerical example is presented to illustrate all the prediction methods discussed here. Using simulation studies, the predictors are all compared in terms of mean squared prediction error (MSPE). The construction of prediction intervals generated by different prediction methods is also discussed. AMS (2000) subject classification. Primary 62N01.