Bayesian Prediction Intervals for Future Order Statistics from the Generalized Exponential Distribution

Let xl, x2, ..., x; be the first r order statistics from asample of size n from the generalized exponential distribution withshape parameter (). in this paper, we consider a bayesian approachto predicting future order statistics based on the observed ordereddata. the predictive densities are obtained and used to determineprediction intervals for unobserved order statistics for one-sample andtwo-sample prediction plans. a numerical study is conducted to illustratethe prediction procedures.