Using Jeffreys' non-informative prior, the predictive pdf of a future observation and that of the k-th order statistic of a future sample from a Rayleigh distribution have been obtained. Bayes predictive estimators and highest posterior density (HPD) prediction intervals for the future observation and the k-th order statistic are derived. A numerical example is given.
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Hatem A. Howlader (1985) studied this question.
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