The Pyrenees International Workshop on Statistics, Probability and Operation Research,
SPO 2009 Jaca, September 15–18th 2009
Exact Prediction Intervals for Future Exponential
Lifetime Based on Random Generalized Order
Statistics
H. M. Barakat1 , Magdy E. El-Adll2 , Amany E. Aly3
SUMMARY
In this paper we develop two pivotal quantities to construct exact predication in-
tervals for future exponential lifetime based on random number of lower generalized
order statistics. The distribution functions of the two pivotal quantities, when the
sample size is assumed to be integer-valued random variable, are derived. Three im-
portant special cases for the random sample size are presented. Finally, this study is
accompanied with simulation experiments for some important models.
Keywords: Random generalized order statistics, Random sample size, Predicative
interval, Probability coverage, Average width
AMS Classification: 60F05, 62E20, 62E15, 62G30
1
Dept. of Mathematics, Faculty of Science.
Zagazig University, Zagazig, Egypt.
2
Dept. of Mathematics , Faculty of Science.
Helwan University, Ain Helwan, Egypt.
meladll2@yahoo.com
3
Dept. of Mathematics , Faculty of Science.
Helwan University, Ain Helwan, Egypt.