One- and Two-Sample Bayesian Prediction Intervals Based on Type-II Hybrid Censored Data

In this article, one- and two-sample Bayesian prediction intervals based on Type-II hybrid censored data are derived. For the illustration of the developed results, the Exponential(θ) and Pareto(α, β) distributions are used as examples. One-sample Bayesian predictive survival function can not be obtained in closed form. Gibbs sampling procedure is therefore used to draw Markov Chain Monte Carlo (MCMC) samples, and they are in turn used to compute the approximate predictive survival function, and the corresponding numerical results are presented.