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Bayes 2-sample prediction for the inverse Weibull distribution. (English) Zbl 0825.62167
Summary: This paper deals with the problem of predicting, on the base of censored sampling, the ordered lifetimes in a future sample when samples are assumed to follow the inverse Weibull distribution. Bayes prediction intervals are derived, both when no prior information is available, and when prior information on the unreliability level at a fixed time is introduced in the predictive procedure. A Monte Carlo simulation study has shown that the use of of the prior information leads to a more accurate prediction, also when the choice of the informative prior density is quite wrong.

MSC:
62-XX Statistics
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