Prediction Interval of Future Waiting Times of the Two-Parameter Exponential Distribution Under Multiply Type II Censoring

We use the general weighted moments estimator (GWME) of the scale parameter of the two-parameter exponential distribution based on a multiply type II censored sample to construct the pivotal quantities for the use of the prediction intervals of future waiting times. This estimator has been shown to have better performance than the other fourteen estimators in terms of mean square error. At last, one real life example is given to illustrate the prediction intervals based on GWMEs.