TY  - JOUR
AU  - Raqab, Mohammad Z. 
AU  - Barakat, Haroon M. 
PY  - 2018
TI  - Prediction Intervals for Future Observations Based on Samples of Random Sizes
JF  - Journal of Mathematics and Statistics
VL  - 14
IS  - 1
DO  - 10.3844/jmssp.2018.16.28
UR  - https://thescipub.com/abstract/jmssp.2018.16.28
AB  - On the basis of failure times of an informative sample (X-sample) of random size M of iid continuous random variables, we consider the prediction problem of failure times of another independent future sample (Y-sample) of random size N of iid variables from the same distribution. In this paper, we derive various exact prediction intervals for future failure times from the Y -sample based on the failure times from the X-sample. Specifically, prediction intervals for individual failure times as well as outer and inner prediction intervals are derived based on X-order statistics. Prediction intervals for the increments of order statistics are also investigated. Exact expressions for the coverage probabilities of these intervals are also derived and computed numerically. A practical example on a biometric data set is used to illustrate the results developed here.