Gas turbines are commonly used in distributed power generation. Because of high speed nature, they require good maintenance for increased reliability and availability. Remaining useful life prediction is therefore an essential part of condition‐based maintenance to better foresee future state hence guaranteeing design efficiency, reduced maintenance cost, and improved safety. Gas turbines also contain a lot of sensors data that need to be processed for better prediction. In this paper, a probabilistic approach called particle filter is used for prediction. The proposed approach is tested using Turbofan degradation data provided by NASA as a benchmark problem. Meanwhile, through time the gas turbines experiences a change from normal state to degraded state attributed to aging, corrosion and erosion etc. Hence, in the context of abundant data, it is helpful to know the transition between states. For the same reason, the present paper suggests a statistical approach called Z‐test. The test results show that the proposed technique provides score and MAPE values of 559.9 and 21.6 respectively, comparable to past reported performance.