Bayesian Prediction Intervals for Future Order Statistics from the Generalized Exponential Distribution

Authors

  • Ahmad A. Alamm
  • Mohamed T. Madi
  • Mohammad Z. Raqab
Abstract:

Let X1, X2, ..., Xr be the first r order statistics from a sample of size n from the generalized exponential distribution with shape parameter θ. In this paper, we consider a Bayesian approach to predicting future order statistics based on the observed ordered data. The predictive densities are obtained and used to determine prediction intervals for unobserved order statistics for one-sample and two-sample prediction plans. A numerical study is conducted to il- lustrate the prediction procedures.

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Journal title

volume 6  issue None

pages  17- 30

publication date 2007-03

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