Prediction Intervals for the Exponential Distribution Using Subsets of the Data
Kenneth S. Kaminsky, Paul I. Nelson · Technometrics · 1974
We construct prediction intervals for an exponential order statistic of a sample from a population with unknown scale parameter based on subsets of the order statistics. This encompasses the situations where some of the data are missing or where optimal selection of the order statistics is desired. Predictions are made in the cases of right censored samples and two independent samples. We also construct prediction intervals for the mean of a future sample based on subsets of a first sample. Accurate and easily computed approximate prediction intervals using the F distribution are given.