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Bayesian inference in life tests based on exponential model with outliers when sample size is a random variable. (English) Zbl 0717.62027

Summary: This paper deals with the problem of prediction of order statistics in a future sample. The underlying model is exponential. Outliers are present in the sample drawn and the sample size is considered a random variable. Firstly, an outlier of type \(\theta\delta\) in the exponential model is treated. The actual predictive distribution of the order statistic is obtained. As an extension, the two sample problem is also taken up. Finally, an outlier of type \(\theta +\delta\) is dealt with and the predictive distribution is expressed in terms of hypergeometric functions.

MSC:

62F15 Bayesian inference
62G30 Order statistics; empirical distribution functions
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References:

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