Prediction limits for the Weibull distribution utilizing simulation

A simulation-based procedure is suggested for constructing prediction limits for Weibull populations. This procedure is based on maximum likelihood (ML) estimation. Although computation of the ML estimates and determination of a needed percentile via simulation require a computer, we assert that the proliferation of personal computers makes these procedures more convenient than alternative procedures in the literature which require several specialized tables. This is particularly true for censored samples, since then the needed tables are generally incomplete and interpolation is required. Simulation may be used in all situations, i.e., any sample size, any level of Type II (failure) censoring, and any order statistic from a future sample. We illustrate our methods with three data sets from the literature.