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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/9260

Title: Bayes prediction based on right censored data
Authors: Wang, Lichun
Veraverbeke, Noel
Issue Date: 2009
Publisher: SPRINGER
Citation: STATISTICAL PAPERS, 50(1). p. 137-149
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.
Notes: [Veraverbeke, Noel] Univ Hasselt, Ctr Stat, B-3590 Diepenbeek, Belgium. [Wang, Lichun] Beijing Jiaotong Univ, Dept Math, Beijing 100044, Peoples R China.
URI: http://hdl.handle.net/1942/9260
DOI: 10.1007/s00362-006-0044-1
ISI #: 000262931200009
ISSN: 0932-5026
Category: A1
Type: Journal Contribution
Validation: ecoom, 2010
Appears in Collections: Research publications

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