Tracking Interval for Type II Hybrid Censoring Scheme

The purpose of this paper is to obtain the tracking interval for difference of expected Kullback-Leibler risks of two models under Type II hybrid censoring scheme. This interval helps us to evaluate proposed models in comparison with each other. We drive a statistic which tracks the difference of expected Kullback–Leibler risks between maximum likelihood estimators of the distribution in two different models and obtain an estimator of the variance of this statistic under Type II hybrid censoring scheme. Monte Carlo simulations are performed to verify the theoretical results. A real data set representing micro-droplet splashing reported in 90◦ spray angle is used to illustrate the results for the tracking interval. Furthermore, because of the great importance of prediction in coating industries, pivotal method is considered to obtain the prediction interval of future observation of the droplet splashing based on Type II hybrid censored sample.