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

In this article, we consider a general form for the underlying distribution and a general conjugate prior, and describe a general procedure for determining the Bayesian prediction intervals for future lifetimes based on an observed Type-I hybrid censored data. 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 …