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Bayesian estimation and prediction based on generalized Type-I hybrid censored sample

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  • A. R. Shafay

Abstract

In this paper, we consider an exponential form for the underlying distributionand a conjugate prior, and develop a procedure for deriving the maximum likelihood and Bayesian estimators based on an observed generalized Type-I hybrid censored sample. The problems of predicting the future order statistics from the same sample and that from a future sample are also discussed from a Bayesian viewpoint. For the illustration of the developed results, the exponential and Pareto distributions are used as examples. Finally, two numerical examples are presented for illustrating all the inferential procedures developed here.

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  • A. R. Shafay, 2017. "Bayesian estimation and prediction based on generalized Type-I hybrid censored sample," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(10), pages 4870-4887, May.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:10:p:4870-4887
    DOI: 10.1080/03610926.2015.1089292
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