TITLE:
Prediction Based on Generalized Order Statistics from a Mixture of Rayleigh Distributions Using MCMC Algorithm
AUTHORS:
Tahani A. Abushal, Areej M. Al-Zaydi
KEYWORDS:
Mixture Distributions; Rayleigh Distribution; Generalized Order Statistics; Record Values; MCMC
JOURNAL NAME:
Open Journal of Statistics,
Vol.2 No.3,
July
9,
2012
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.