Exact prediction intervals for future current records and record range from any continuous distribution
Barakat, H. M. (Zagazig University (Zagazig, Egipte). Department of Mathematics)
Nigm, E. M. (Zagazig University (Zagazig, Egipte). Department of Mathematics)
Aldallal, R. A. (MSA University (El Caire, Egipte). Department of Mathematics and Statistics)

Date:	2014
Abstract:	In this paper, a general method for predicting future lower and upper current records and record range from any arbitrary continuous distribution is proposed. Two pivotal statistics with the same explicit distribution for lower and upper current records are developed to construct prediction intervals for future current records. In addition, prediction intervals for future observations of the record range are constructed. A simulation study is applied on normal and Weibull distributions to investigate the efficiency of the suggested method. Finally, an example for real lifetime data with unknown distribution is analysed.
Rights:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Language:	Anglès
Document:	Article ; recerca ; Versió publicada
Subject:	Current record values ; Record range ; Pivotal quantity ; Prediction interval ; Coverage ; Probability
Published in:	SORT : statistics and operations research transactions, Vol. 38 Núm. 2 (July-December 2014) , p. 251-270, ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/284044

20 p, 200.6 KB

The record appears in these collections:
Articles > Published articles > SORT
Articles > Research articles