本文亦舉一些數值例子來示範如何建立未來觀測值之貝氏預測區間，模擬研究結果顯示貝氏預測區間皆有達到名目的信心水準。對於雙樣本的問題，本文也有提出其觀測值的貝氏預測區間，模擬結果也顯示有達到名目信心水準。 For reliability analysis, the lifetime test is usually needed. Experimenters usually want to predict the lifetime of unobserved sample so that they can determine whether the production schedule is needed to be redesigned. In many life testing experiments, we may not be able to obtain a complete sample due to time limitation, budget of or other restrictions. This paper is proposing a Bayesian predictive interval of future observation for the Pareto distribution based on a progressively Type II censored sample.
Some numerical examples are given to demonstrate all predictive intervals. A simulation study is done and the results show that the coverage percentage of proposed predictive interval can reach the nominal confidence coefficient. The two-sample problem is also discussed in this paper. At last, some examples are given to illustrate the predictive intervals.
