Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples. (English)
Stat. Probab. Lett. 11, No.6, 537-545 (1991).
Summary: Predictive intervals of a future observation for a mixture of exponential distributions with time-censored sampling are studied, assuming inverted gamma priors. Effects of the prior information and sample size on the predictive interval are discussed. Distributional properties of Monte Carlo sampling distributions of the predictive intervals are examined and Pearsonian curves fitted.