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Bayesian prediction of unobserved values for Type-II censored data

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  • Tatsuya Kubota
  • Takeshi Kurosawa

Abstract

In this paper, we consider posterior predictive distributions of Type-II censored data for an inverse Weibull distribution. These functions are given by using conditional density functions and conditional survival functions. Although the conditional survival functions were expressed by integral forms in previous studies, we derive the conditional survival functions in closed forms and thereby reduce the computation cost. In addition, we calculate the predictive confidence intervals of unobserved values and coverage probabilities of unobserved values by using the posterior predictive survival functions.

Suggested Citation

  • Tatsuya Kubota & Takeshi Kurosawa, 2017. "Bayesian prediction of unobserved values for Type-II censored data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(7), pages 1165-1180, May.
    • Handle: RePEc:taf:japsta:v:44:y:2017:i:7:p:1165-1180
    DOI: 10.1080/02664763.2016.1201792
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