Bayesian prediction for the two-parameter exponential distribution based on type II doubly censoring

The two-parameter exponential distribution is proposed to be an underlying model, and prediction bounds for future observations are obtained by using Bayesian approach. Prediction intervals are derived for unobserved lifetimes in one-sample prediction and two-sample prediction based on type II doubly censored samples. A numerical example is given to illustrate the procedures, prediction intervals are investigated via Monte Carlo method, and the accuracy of prediction intervals is presented. Supported by the National Natural Science Foundation of China (79970022) and Aviation Fund (02J53079).