Page 106 - Contributed Paper Session (CPS) - Volume 1
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CPS1167  Indrani B.
                  that the life-testing experiment is terminated when the -th failure occurs. With
                  these notations, we will observe the following progressively censored data:

                                         = ( ,··   ·,   ,    1  + 1,·   ·   ·,  )
                                                                     
                                             1
                                                     1
                  with  < ⋯ <   1  <  ≤   1 +1  < ⋯ <  . Here, t is the observed values of the
                        1
                                                       
                  variable  =  … ,  ,   1 +1, … ,    denoting the m Type-II progressively right
                               1,
                                                  
                                      1
                  censored  order  statistics  from  a  population  with  pdf () = (;  ) where
                  (; ) ∈  = ( ) × Ω .  Also,   = ( ,  ,  ,  )  and  Ω  is  a  4-dimensional
                                +
                                                           1
                                                              2
                                                     1
                                                        2

                  parametric space. We now consider the maximum likelihood prediction of  :  ,
                  j-th  order  statistic  out  of  a  sample  of  size   ;  = 1,2, … ,  ;  = 1,2, … , ,
                                                                 
                                                                               
                                                                  )and   = 
                  having observed T . Here,  = ( , … ,  ,   1 +1,…,   :   denote the
                                                  1
                                                         1
                  observed value of T and the unobserved value of    respectively. Using the
                                                                   : 
                  fact that the conditional density of  :   is the same as the density of the j-th
                  order  statistic  out  of   units  from  the  density ()/(1 − ( )),  ≥   the
                                                                                        
                                          
                                                                                
                  predictive likelihood function (PLF) of     and  is given by
                                                        : 
                               =    (, ; )
                                 =       |  (|,) .  (,)                  (5)
                                        :
                                                  
                                 =       |   (|  ,) .  (,)
                                        :    
                                          
                  in  which    | (|, )   denotes  the  conditional  density  of     given  the
                              :                                           
                                
                  observed value of T = t  and  (,) denotes the density of T .  in (5) is then

                                                 
                  given                                                                    by





















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