Bayesian Predictive Inference from the Half-Normal Model Given a Type II Censored Sample

• Activity Number: 300
• Type: Contributed
• Date/Time: Tuesday, August 2, 2011 : 8:30 AM to 10:20 AM
• Sponsor: Section on Bayesian Statistical Science
• Author(s): Hafiz M. R. Khan*+
• Companies: Florida International University
• Keywords: Censored sample ; Half-normal model ; Likelihood function ; Bayesian approach ; Posterior density function ; Predictive inference.

Abstract

In this paper, we derive the likelihood function and the posterior density function for the parameter assuming that the given type II censored sample follows a half-normal model. By making use of the posterior density function, we derive the predictive density for a single future response, a bivariate future response, and several future responses. A Bayesian framework has been utilized in conjunction with an informative prior to derive the predictive results on the basis of a type II censored sample. Simulated type II censored samples from a half-normal model are utilized to illustrate the results.