Bayesian Prediction Bounds for the Exponential-Type Distribution Based on Ordered Ranked Set Sampling

Abstract

Abstract We suggest a ranked set sample method to improve Bayesian prediction intervals. The paper deals with the Bayesian prediction intervals in the context of an ordered ranked set sample from a certain class of exponential-type distributions. A proper general prior density function is used and the predictive cumulative function is obtained in the two-sample case. The special case of linear exponential distributed observations is considered and completed with numerical results.