We address the issue of constructing prediction intervals for responses that assume values in the standard unit interval, <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$(0,1)$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation>. The response is modeled using the class of beta regression models and we introduce percentile and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$\hbox {BC}_a$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mtext>BC</mtext> <mi>a</mi> </msub> </math> </EquationSource> </InlineEquation> (bias-corrected...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

The Birnbaum–Saunders distribution is useful for modeling reliability data. In this paper we obtain adjusted profile maximum likelihood estimators for the Birnbaum–Saunders distribution shape parameter under type II data censoring. We consider the adjustments to the profile likelihood...