Predictive Inference from a Two-Parameter Rayleigh Life Model Given a Doubly Censored Sample

Abstract

This article is concerned with making predictive inference on the basis of a doubly censored sample from a two-parameter Rayleigh life model. We derive the predictive distributions for a single future response, the ith future response, and several future responses. We use the Bayesian approach in conjunction with an improper flat prior for the location parameter and an independent proper conjugate prior for the scale parameter to derive the predictive distributions. We conclude with a numerical example in which the effect of the hyperparameters on the mean and standard deviation of the predictive density is assessed.

Keywords:

• Bayesian approach
• Predictive inference
• Rayleigh life model

Mathematics Subject Classification:

• 62N05
• 62F15
• 62M20

Acknowledgments

The authors would like to thank the referees for their valuable comments that improved the presentation of the materials. The first author acknowledges with thanks the financial support of the Foundation of UMDNJ, Grant #44-08. The second author acknowledges with thanks the financial support of the Natural Sciences and Engineering Research Council of Canada.