On Bayes predictor of times to failure of Type-II progressively censored sample

The purpose of this paper is Bayesian prediction, robust Bayesian prediction and two-sided predictive interval for both one-sample and two-sample prediction problems. In one-sample prediction problem, we discuss the prediction of the life-lengths Y-j:ri (j = 1, 2,..., r(i); i = 1, 2,..., m) of all censored units in all m stages of censoring, where Y-j:ri denotes the jth-order statistics out of r(i) removed units at stage i. While in two-sample prediction problem, we discuss the prediction of the life-lengths (T-1,..., T-s) which is a second independent ordered sample of size s of future observation from the same population of Y, where Y is the progressively Type-II right-censored order statistics. Finally, we conduct a simulation study, and consider an illustrative example for our proposed predictors.