Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/105305
Title: Predictive densities for the lognormal distribution and their applications
Authors: Yang, Z. 
Issue Date: 1999
Citation: Yang, Z. (1999). Predictive densities for the lognormal distribution and their applications. Microelectronics Reliability 40 (6) : 1051-1059. ScholarBank@NUS Repository.
Abstract: Maximum likelihood predictive densities (MLPDs) for a future lognormal observation are obtained and their applications to reliability and life testing are considered. When applied to reliability and failure rate estimations, they give estimators that can be much less biased and less variable than the usual maximum likelihood estimations (MLEs) obtained by replacing the unknown parameters in the density function by their MLEs. When applied to lifetime predictions, they give prediction intervals that are shorter than the usual frequentist intervals. Using the MLPDs, it is also rather convenient to construct the shortest prediction intervals. Extensive simulations are performed for comparisons. A numerical example is given for illustration. © 2000 Elsevier Science Ltd. All rights reserved.
Source Title: Microelectronics Reliability
URI: http://scholarbank.nus.edu.sg/handle/10635/105305
ISSN: 00262714
Appears in Collections:Staff Publications

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