A Study of Bayesian and Empirical Bayesian Prediction Analysis for the Rayleigh Model under the Random Censoring

This paper deals with problems of predicting, based on the random censored sampling, a future observation and the p-th order statistic of n' future observations for the Rayleigh model. We consider the prediction intervals for the Rayleigh model with respect to an inverse gamma prior distribution. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.