AbstractBayesian predictive intervals for future observations from a future sample from the generalized Pareto distribution (GPD) based on generalized order statistics (GOS) are obtained when the shape parameter θ is unknown. We consider two cases: (i) fixed sample size (FSS), and (ii) random sample size (RSS).Some closed forms for the Bayesian predictive functions are obtained. Finally examples are calculated for the lower and the upper bounds of the future observations in cases when the future sample is ordinary order statistics (OOS), record values and progressive type II censoring with different values for the scale parameter σ.
|Keywords ||Two-samples Bayesian prediction, generalized order statistics, generalized Pareto distribution, ordinary order statistics, progressive type II censoring, random sample size.
||Issue Date ||18-Nov-2014
||Source ||ISSN 2347-1921
||Journal ||JOURNAL OF ADVANCES IN MATHEMATICS
||Series/Report no. ||Vol. 9, No. 5;2635- 2646
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