Prediction intervals for future observations in life testing situations have been derived by Hewitt (1968), Nelson (1968), Lawless (1971, 1972). Expected-cover tolerance regions have been obtained. Here we give a Bayesian approach to such situations and use the concept of the Bayesian predictive distribution. Both the exponential and the two-parameter exponential distributions are considered.
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I. R. Dunsmore (1974) studied this question.
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