Predictive Inference from the Half-Normal Model Given a Type II Censored Sample

Abstract

In this article, we derive the likelihood function and the posterior density function for the parameter assuming that the given Type II censored sample follows a half-normal model. By making use of the posterior density function, we derive the predictive density for a single future response, a bivariate future response, and several future responses. A Bayesian framework was utilized in conjunction with an informative prior to derive the predictive results on the basis of a Type II censored sample. Simulated Type II censored samples from a half-normal model are utilized to illustrate the results.

Keywords:

• Bayesian approach
• Censored sample
• Half-normal model
• Predictive inference

Mathematics Subject Classification:

• 62N02
• 62N05
• 62F15
• 62M20

Acknowledgments

The author would like to thank the Editor and referees for their valuable comments, which greatly improved the presentation of the material.