Bayes Prediction of Future Observables from Exponentiated Populations with Fixed and Random Sample Size英文文献资料.docVIP

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Bayes Prediction of Future Observables from Exponentiated Populations with Fixed and Random Sample Size英文文献资料.doc

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Bayes Prediction of Future Observables from Exponentiated Populations with Fixed and Random Sample Size英文文献资料

Open Journal of Statistics, 2011, 1, 24-32 doi:10.4236/ojs.2011.11004 Published Online April 2011 (http://www.SciRP.org/journal/ojs) Bayes Prediction of Future Observables from Exponentiated Populations with Fixed and Random Sample Size Essam K. AL-Hussaini, M. Hussein Department of Mathematics, Alexandria University, Egypt E-mail: dr_essak@ Received March 22, 2011; revised April 4, 2011; accepted April 14, 2011 Abstract Bayesian predictive probability density function is obtained when the underlying pop-ulation distribution is exponentiated and subjective prior is used. The corresponding predictive survival function is then obtained and used in constructing 100(1 – ?)% predictive interval, using one- and two- sample schemes when the size of the future sample is fixed and random. In the random case, the size of the future sample is assumed to fol- low the truncated Poisson distribution with parameter λ. Special attention is paid to the exponentiated Burr type XII population, from which the data are drawn. Two illustrative examples are given, one of which uses simulated data and the other uses data that represent the breaking strength of 64 single carbon fibers of length 10, found in Lawless [40]. Keywords: Predictive Density And Survival Functions, One- And Two-Sample Schemes, Bayes Prediction, Exponentiated Population. Exponentiated Burr Type XII Distribution, Data Of Carbon Fibers 1. Introduction and Jaheen [19]. Prediction bounds, based on heteroge- neous populations that can be represented by finite mix- tures were developed by Jaheen [37], AL-Hussaini [3], [6] among others. Prediction was reviewed by Patel [52], Nagaraja [48], Kaminsky and Nelson [38] and AL-Hussaini [4]. The general problem of prediction may be described as that of inferring the values of unknown observables (fu- ture observations, known as future sample), or functions of such variables, from current available observations, known as