Prediction for Lindley Distribution Based on Type-II Right Censored Samples

Lindley distribution has received considerable attention in the statistical literature due to its simplicity. In this paper, we consider the problem of predicting the failure times of experimental units that are censored in a right-censored sample when the underlying lifetime is Lindley distributed. The maximum likelihood predictor, the Best unbiased predictor and the conditional median predictor are derived. Prediction intervals based on these predictors are considered. We further propose two resampling-based procedures for obtaining the prediction intervals. A numerical example is used to illustrate the methodology developed in this paper. Finally, a Monte Carlo simulation study is employed to evaluate the performance of different prediction methods.