Authors

• S. Ghafoori
• A. Habibi Rad
• M. Doostparast

Abstract

Prediction on the basis of censored data is very important
topic in many fields including medical and engineering sciences. In this
paper, based on progressive Type-II right censoring scheme, we will discuss
Bayesian two-sample prediction. A general form for lifetime model
including some well known and useful models such asWeibull and Pareto
is considered for obtaining prediction bounds as well as Bayes predictive
estimations under squared error loss function for the sth order statistic
in a future random sample drawn from the parent population, independently
and with an arbitrary progressive censoring scheme. As an
illustration, we will present two numerical examples as well as a simulation
study to carry out the performance of the procedures obtained.

Keywords

• Bayes predictive estimator
• Bayesian prediction bounds
• progressive Type-II right censoring scheme
• two-sample prediction