Computational comparison of prediction intervals of future observation for two-parameter exponential distribution

In this paper, we propose some pivotal quantities to find the prediction intervals of the jth future ordered observation Y(j)(n − s < j ⩽ n) by using the weighted moments estimators (WMEs), approximate maximum likelihood estimator (AMLE) and best linear unbiased estimator (BLUE) of scale parameter under the multiply type II censored sample Y(r+1) < ⋯ < Y(r+k) < Y(r+k+l+1) < ⋯ < Y(n−s) from the exponential distribution with location parameter μ and scale parameter θ. Moreover, we also give one example and the Monte Carlo simulation to assess the computational comparison of these pivotal quantities for establishing prediction intervals of the jth future observation Y(j)(n − s < j ⩽ n).