, Volume 13, Issue 2, pp 403–416

One- and two-sample prediction based on doubly censored exponential data and prior information


DOI: 10.1007/BF02595779

Cite this article as:
Fernández, A.J. Test (2004) 13: 403. doi:10.1007/BF02595779


On the basis of a doubly censored sample from an exponential lifetime distribution, the problem of predicting the lifetimes of the unfailed items (one-sample prediction), as well as a second independent future sample from the same distribution (two-sample prediction), is addressed in a Bayesian setting. A class of conjugate prior distributions, which includes Jeffreys' prior as a special case, is considered. Explicit expressions for predictive densities and survivals are derived. Assuming squared-error loss, Bayes predictive estimators are obtained in closed forms (in particular, the estimator of the number of failures in a specified future time interval, is given analytically). Bayes prediction limits and predictive estimators under absolute-error loss can readily be computed using iterative methods. As applications, the total duration time in a life test and the failure time of ak-out-of-n system may be predicted. As an illustration, a numerical example is also included.

Key Words

Bayes predictive estimatorsBayes prediction limitsfailure time dataorder statisticsType II censoring

AMS subject classification


Copyright information

© Sociedad Española de Estadistica e Investigación Operativa 2004

Authors and Affiliations

  1. 1.Departamento de Estadística, I. O. y ComputaciónUniversidad de La LagunaLa LagunaSpain