Bayesian prediction of unobserved values for Type-II censored data

Tatsuya Kubota and Takeshi Kurosawa

Journal of Applied Statistics, 2017, vol. 44, issue 7, 1165-1180

Abstract: In this paper, we consider posterior predictive distributions of Type-II censored data for an inverse Weibull distribution. These functions are given by using conditional density functions and conditional survival functions. Although the conditional survival functions were expressed by integral forms in previous studies, we derive the conditional survival functions in closed forms and thereby reduce the computation cost. In addition, we calculate the predictive confidence intervals of unobserved values and coverage probabilities of unobserved values by using the posterior predictive survival functions.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:44:y:2017:i:7:p:1165-1180

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DOI: 10.1080/02664763.2016.1201792

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