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

Jeff A Sloan, S. K. Sinha

Research output: Contribution to journalArticle

1 Citation (Scopus)

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 - 1991
Externally publishedYes

Fingerprint

Censored Samples
Failure Time
Interval
Monte Carlo Sampling
Sampling Distribution
Prior Information
Exponential distribution
Sample Size
Curve
Sampling
Sample size
Prior information

Keywords

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

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Statistics and Probability

Cite this

Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples. / Sloan, Jeff A; Sinha, S. K.

In: Statistics and Probability Letters, Vol. 11, No. 6, 1991, p. 537-545.

Research output: Contribution to journalArticle

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