BAYESIAN PREDICTION IN EXPONENTIAL DISTRIBUTION WITH RANDOM SAMPLE SIZE UNDER MULTIPLY TYPE-II CENSORING

Abstract

The prediction of future observations can tell us at an early stage of testing how costly the testing is and whether actions should
be taken to redesign the test. This paper deals with the Bayes interval prediction of the future ordered observations in a multiply
type-II censored sample from an exponential distribution. The analysis will depend mainly on assumption that the sample size n
is fixed as well as random variable. The Binomial and Poisson distributions are used for describing the random variable n. Numerical example is cited to illustrate the procedure and simulation study is carried out to study the performance of the
process.