A Simulation Study of Bayesian Prediction from the Rayleigh Distribution with Future Random Sample Size

Document Type : Original Article

Author

Institute of Statistical Studies & Research, Cairo University

Abstract

This paper considers Bayesian prediction of order statistics from a future sample from the Rayleigh distribution when the sample size is a random variable. It has been shown (see Lingappaiah (1986)) that this situation arises in the field as Biology Agriculture and in Quality Control. A comparison is made with the case when the sample size is fixed assuming that the random sample sizes have a Poisson and Negative Binomial distribution. These comparisons are made under basis of relative efficiency for point estimation and tail probability for interval estimation. The results of Monte Carlo Simulation study are presented.
 

Keywords