Prediction of Censored Weibull Lifetimes in a Simple Step-Stress Plan With Khamis-Higgins Model

Abstract

In this paper, we discuss the prediction of the lifetimes to failure of censored units from Weibull distribution for a simple step-stress plan under Khamis-Higgins model. Different methods of prediction are considered including maximum likelihood predictor, modifified maximum likelihood predictor, conditional median predictor, and best unbiased predictor. Another aspect of prediction is constructing prediction limits for future lifetimes of the censored units. The pivotal quantity, highest conditional density, and shortest-length based methods are discussed in this paper. Monte Carlo simulations are performed to compare all the prediction methods developed here and one real data set is analyzed for illustrative purposes.