Abstract:
Based on a type II censored sample, Bayesian estimation for the scale parameter of the
Rayleigh model is carried out under the assumption of the squared error loss function. A generalised
hypergeometric distribution with its versatile shape of tails is introduced as a prior, and beta special
cases are examined. A simulation study is carried out to investigate the sensitivity of four special
cases of this beta prior family in terms of bias, frequentist coverage and mean square error and
to determine their effect on robustness. Prediction bounds are derived for the lifetime of unused
components using this beta prior family. A data set is used to illustrate and support some of the
findings.
