BAYESIAN TWO-SAMPLE PREDICTION OF THE GENERALIZED PARETO DISTRIBUTION WITH FIXED AND RANDOM SAMPLE SIZES BASED ON GENERALIZED ORDER STATISTICS

M.A.W.Mahmoud ; Asmaa Ahmed Kamel Aly Saleh 


Abstract


Bayesian 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.


Other data

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
Publisher CIRWORLD
Source ISSN 2347-1921
Journal JOURNAL OF ADVANCES IN MATHEMATICS 
Series/Report no. Vol. 9, No. 5;2635- 2646
URI http://research.asu.edu.eg/handle/123456789/2295


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