Abstract
In this paper the prediction problem is studied under members of a class T* of multivariate distributions, constructed by AL-Hussaini and Ateya (Stat Pap 46: 321-338, 2005; J Egypt Math Soc 14(1): 45-54, 2006). More attention is given to bivariate compound Rayleigh distribution, which is a member of this class, as illustrative example.