Predictive Function Random Sample Size Predictive Intervals Bayesian Prediction
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Serdica Mathematical Journal, Vol. 35, No 2, (2009), 129p-146p
We consider the problem of predictive interval for future observations from Weibull distribution. We consider two cases they are: (i) fixed sample size (FSS), (ii) random sample size (RSS). Further, we derive the predictive function for both FSS and RSS in closed forms. Next, the upper and lower 1%, 2.5%, 5% and 10% critical points for the predictive functions are calculated. To show the usefulness of our results, we present some simulation examples. Finally, we apply our results to some real data set in life testing given in Lawless .