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Prediction Based on Generalized Order Statistics from a Mixture of Rayleigh Distributions Using MCMC Algorithm

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DOI: 10.4236/ojs.2012.23044    4,100 Downloads   8,213 Views Citations

ABSTRACT

This article considers the problem in obtaining the maximum likelihood prediction (point and interval) and Bayesian prediction (point and interval) for a future observation from mixture of two Rayleigh (MTR) distributions based on generalized order statistics (GOS). We consider one-sample and two-sample prediction schemes using the Markov chain Monte Carlo (MCMC) algorithm. The conjugate prior is used to carry out the Bayesian analysis. The results are specialized to upper record values. Numerical example is presented in the methods proposed in this paper.

Cite this paper

T. Abushal and A. Al-Zaydi, "Prediction Based on Generalized Order Statistics from a Mixture of Rayleigh Distributions Using MCMC Algorithm," Open Journal of Statistics, Vol. 2 No. 3, 2012, pp. 356-367. doi: 10.4236/ojs.2012.23044.

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