Bayesian Prediction Intervals for Future Order Statistics from the Generalized Exponential Distribution

Let Xl, X2, ..., X; be the first r order statistics from a sample of size n from the generalized exponential distribution with shape parameter (). In this paper, we consider a Bayesian approach to predicting future order statistics based on the observed ordered data. The predictive densities are obtained and used to determine prediction intervals for unobserved order statistics for one-sample and two-sample prediction plans. A numerical study is conducted to illustrate the prediction procedures.