On bayesian estimation and prediction from rayleigh based on type II censored data

Abstract

This paper presents Bayes estimators and highest posterior density intervals for the Rayleigh parameter and its reliability based on the first r lifetimes in a group of n components under test. Based on the same censored data, Bayes predictive estimators and highest posterior density prediction intervals for a future observation as well as for the remaining (n-r) order statistics are derived. A numerical example is included.