HPD Prediction Intervals for Rayleigh Distribution

Hatem A. Howlader

IEEE Transactions on Reliability · 1985 · 28 citations · 11 references

Concepts

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.

References

11