HPD Prediction Intervals for Rayleigh Distribution |
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| Authors: | Howlader H A |
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| Affiliation: | Department of Statistics; The University of Winnipeg; Winnipeg, Manitoba, R3B 2E9, CANADA.; |
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| Abstract: | Using Jeffreys' non-informative prior, the predictive pdf of a future observation and that of the k-th order statistic of a future sample from a Rayleigh distribution have been obtained. Bayes predictive estimators and highest posterior density (HPD) prediction intervals for the future observation and the k-th order statistic are derived. A numerical example is given. |
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