Abstract
Feroze and Aslam (J Natl Sci Found Sri Lanka 42:325-334, 2014) and Sindhu et al. (J Mod Appl Stat Methods 13:259-286, 2014) have considered the Bayesian analysis of the two-component mixture of lifetime distributions under doubly censored samples. In this paper, the concept has been extended for the three-component mixture of lifetime (Rayleigh) distribution under doubly censored samples. The likelihood function for the mixture of lifetime models under doubly type-II censored samples has been introduced. Different priors and loss functions have been assumed for the derivation of Bayes estimators and posterior risks. The comparisons among various estimators have been made by analyzing the simulated and real data sets.