Bayesian Prediction under a Finite Mixture of Generalized Exponential Lifetime Model

Abstract

In this article a heterogeneous population is represented by a mixture of two generalized exponential distributions. Using the two-sample prediction technique, Bayesian prediction bounds for future order statistics are obtained based on type II censored and complete data. A numerical example is given to illustrate the procedures and the accuracy of the prediction intervals is investigated via extensive Monte Carlo simulation.