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

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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

Document Type: Research Article


Affiliations: 1: Department of Epidemiology & Biostatistics, Robert Stempel College of Public Health & Social Work, Florida International University, Miami, Florida, USA 2: Department of Statistical & Actuarial Sciences, University of Western Ontario, London, Ontario, Canada 3: Department of Health Informatics, University of Medicine & Dentistry of New Jersey, Newark, New Jersey, USA

Publication date: 2010-01-01

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