Predictive inference for responses from the generalized Rayleigh model given a type II censored sample

Abstract

The lifetime data may be modeled as generalized Rayleigh model. Recently, the authors Raqab and Kundu [35] described this model with several properties. Kundu and Raqab [30] considered different methods of estimation and compared their performance. In this paper, the likelihood function for the parameter given a type II censored sample from the two-parameter generalized Rayleigh model is derived. The posterior density function, the predictive density for a single future response, a bivariate future response, and several future responses are derived. Predictive raw moments, corrected moments, and the shape characteristics for a single future response are obtained. A real data set used by Al-khedhairi et al. [10] is considered to illustrate the predictive results.