Predictive distributions in life tests under competing causes of failure

Abstract

SUMMARY In life testing suppose that the units under test can fail due to one of several competing risks. The estimation of parameters in such compound models has been well investigated; see, for example, Chiang (1968, Chapter 11), Boardman &Kendell (1970) and Gail (1975). In this paper Bayesian predictive distributions and probabilities are derived for such situations, and the predictions obtained are compared with some of the classical analogues.