Prediction Intervals for the 2-Parameter Exponential Distribution Using Incomplete Data

This paper constructs prediction intervals for the l-th smallest observation and the mean lifetime of a future sample taken from a 2-parameter exponential distribution. The intervals are based on incomplete data, that is, where data may be missing from both extremes and/or elsewhere. These results are extended to some other distributions and provide conservative prediction intervals for the class of distributions with increasing failure rate.