Bayes Estimation of the Reliability Function of Normal Distribution

Bayes estimates of the survivor function of the s-normal distribution are obtained using the predictive distribution and some recent results on Bayes approximations due to Lindley. Monte Carlo simulation was used. These estimates have smaller rms error than that of their maximum likelihood counterparts. Except for large samples, the exact estimators based on the predictive distribution perform better than the Lindley approximate estimators.