Bayesian Prediction of Weibull Distribution Based on Fixed and Random Sample Size

2000 Mathematics Subject Classification: 62E16, 65C05, 65C20.

We consider the problem of predictive interval for future observations from Weibull distribution. We consider two cases they are: (i) fixed sample size (FSS), (ii) random sample size (RSS). Further, we derive the predictive function for both FSS and RSS in closed forms. Next, the upper and lower 1%, 2.5%, 5% and 10% critical points for the predictive functions are calculated. To show the usefulness of our results, we present some simulation examples. Finally, we apply our results to some real data set in life testing given in Lawless [16].