133 – DOE and Other Statistical Methods for Industrial Applications
Predictive Density Estimation in Accelerated Life Testing for Lognormal Life Distributions
Ananda Jayawardhana
Pittsburg State University
V. A. Samaranayake
Missouri University of Science & Technology
This paper proposes a method of obtaining a predictive density for a future observation from a lognormal distribution, using data from an accelerated life test. It is based on the Maximum Likelihood Predictive Density method proposed by Lejeune and Faulkenberry (1982). The resulting predictive density is a t-distribution. A Monte Carlo simulation study was carried out using parameter values motivated by the data published by Crawford (1970). Monte Carlo methods show that the predictive density provides liberal prediction bounds but a simple modification to the degrees of freedom yields slightly conservative coverage probabilities. Simulation results and an example will be presented.