Abstract
The two-parameter Burr type X distribution is proposed to be the underlying model, and prediction bounds for future lifetimes are obtained using the Bayesian approach. Prediction intervals are derived for unobserved lifetimes in the same sample (one-sample prediction) and in a future sample from the same population (two-sample prediction) based on type-II censored samples. A numerical example is given to illustrate the procedures, and the accuracy of prediction intervals is investigated via Monte Carlo simulation. (C) 2002 Elsevier Science Ltd. All rights reserved.