In real life situations we can use the information from the past sample to predict the observations of a future sample from the same population with a specified probability. From this procedure we can find intervals with a certain level of significance contain the future predicted values, these intervals are called prediction intervals. Therefore the main subject of this book is the Bayesian prediction intervals (BPI), it is studied using some continuous distributions and nonhomogeneous poisson processes (NHPP).In this book the one sample prediction which predict the future...