Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples

J. A. Sloan, S. K. Sinha

Research output: Contribution to journalArticle

1 Scopus citations

Abstract

Predictive intervals of a future observation for a mixture of exponentials distribution with timecensored sampling are studied, assuming inverted gamma priors. Effects of the prior information and sample size on the predictive interval are discussed. Distributional properties of Monte Carlo sampling distributions of the predictive intervals are examined and Pearsonian curves fitted.

Original languageEnglish (US)
Pages (from-to)537-545
Number of pages9
JournalStatistics and Probability Letters
Volume11
Issue number6
DOIs
StatePublished - Jun 1991

    Fingerprint

Keywords

  • Bayes estimators
  • future observation
  • inverted gamma
  • mixture distributions
  • prediction interval

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this