Bayesian Predictions for Exponentially Distributed Failure Times With One Change-Point

Abstract: Suppose that a number of items is put on operation and that their life times are identically exponentially distributed up to a time a, when the operating conditions change resulting in a different failure intensity of the exponential distribution for those items which have survived the change-point a. Predictions are made for the lifetime of operating items on condition of observed failures of a part of the items before and after the change-point a. The predictions are based on an Bayes approach, which is briefly introduced. Numerical examples are given to illustrate the results.