Bayes prediction based on right censored data |
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Authors: | Lichun Wang Noël Veraverbeke |
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Affiliation: | (1) Department of Mathematics, Beijing Jiaotong University, Beijing, 100044, China;(2) Center for Statistics, Universiteit Hasselt, 3590 Diepenbeek, Belgium |
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Abstract: | This paper is concerned with a Bayes prediction problem in the exponential distribution under random censorship. Using censored
samples, we work out a prediction interval for a sum of interest which consists of some future samples. Differing from the
general Bayes approach, we do not specify the prior distribution of the parameter, and only a first moment condition on the
prior is assumed. Simulation studies are conducted to exhibit the coverage probabilities of the prediction interval.
Financial support from the IAP research network (#P5/24) of the Belgian Government (Belgian Science Policy) is gratefully
acknowledged. |
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Keywords: | Bayes prediction Random censorship Prediction interval Exponential distribution |
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