Title :
HPD Prediction Intervals for Rayleigh Distribution
Author_Institution :
Department of Statistics; The University of Winnipeg; Winnipeg, Manitoba, R3B 2E9, CANADA.
fDate :
6/1/1985 12:00:00 AM
Abstract :
Using Jeffreys´ non-informative prior, the predictive pdf of a future observation and that of the k-th order statistic of a future sample from a Rayleigh distribution have been obtained. Bayes predictive estimators and highest posterior density (HPD) prediction intervals for the future observation and the k-th order statistic are derived. A numerical example is given.
Keywords :
Information analysis; Parametric statistics; Predictive models; Reliability theory; Sampling methods; Statistical distributions; Tellurium; Bayes estimator; Highest posterior density interval; Non-informative prior; Order statistic; Posterior distribution; Prediction interval; Predictive pdf;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1985.5221968
