Volume no :22, Issue no: 1, December (2019)

Journal of Statistics: Advances in Theory and Applications

BAYESIAN PREDICTION FOR THE EXPONENTIATED GAMMA DISTRIBUTION BASED ON UNIFIED HYBRID CENSORED SCHEME

Author's: M. A. W. Mahmoud, L. S. Diab, M. G. M. Ghazal and A. H. Baria
Pages: [21] - [43]
Received Date: October 9, 2019
Submitted by:
DOI: http://dx.doi.org/10.18642/jsata_7100122102

Abstract

In this article, we will study the exponentiated Gamma distribution and the maximum likelihood function of it and we study one- and two-sample Bayesian prediction intervals based on unified hybrid censored data. Because one- and two-sample Bayesian predictive survival function can not be computed in closed-form so we will used the Markov Chain Monte Carlo method to obtain the approximate predictive survival function. Lastly, we used a real data set to find Bayesian prediction intervals.

Keywords

exponentiated gamma distribution, unified hybrid censored data, Bayesian prediction, MCMC method.