Empirical Bayes prediction under the constant hazard rate model

Abstract

This paper is concerned with the problem of predicting the total test time, median and range of a future random sample from the one parameter exponential distribution on the basis of an observed type II censored sample from the same distribution. Empirical Bayes technique is used for this purpose. A numerical example is given to illustrate the procedures and the accuracy of prediction intervals is investigated via extensive Monte Carlo simulation.