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

J. A. Sloan, S. K. Sinha

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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
Issue number6
StatePublished - Jun 1991



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

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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