RECORD VALUES AND THE ESTIMATION OF THE WEIBULL TAIL-COEFFICIENT

被引：0
|
作者：
BERRED, M [1 ]
机构：
[1] ENSAE,CREST,F-75014 PARIS,FRANCE
来源：
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1991年 / 312卷 / 12期
关键词：
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We introduce an estimator of the Weibull tail coefficient which is constructed from the successive record values in a i.i.d sequence of random variables. Its asymptotic behavior is investigated. Some numerical results are presented at the end of this Note.
引用
收藏
页码：943 / 946
页数：4
相关论文
共 50 条
  • [21] Characterizations of the Weibull and uniform distributions using record values
    Nadarajah, Saralees
    Teimouri, Mandi
    Shih, Shou Hsing
    BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2014, 28 (02) : 209 - 222
  • [22] CHARACTERIZATIONS OF THE WEIBULL DISTRIBUTION BY THE INDEPENDENCE OF THE UPPER RECORD VALUES
    Chang, Se-Kyung
    Lee, Min-Young
    JOURNAL OF THE KOREAN SOCIETY OF MATHEMATICAL EDUCATION SERIES B-PURE AND APPLIED MATHEMATICS, 2008, 15 (02): : 163 - 167
  • [23] Estimation of multicomponent stress-strength reliability following Weibull distribution based on upper record values
    Hassan, Amal S.
    Nagy, Heba F.
    Muhammed, Hiba Z.
    Saad, Mohammed S.
    JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE, 2020, 14 (01): : 244 - 253
  • [24] A Beran-Inspired Estimator for the Weibull-Type Tail Coefficient
    Kpanzou, Tchilabalo A.
    Gamado, Kokouvi M.
    Hounnon, Hippolyte
    JOURNAL OF STATISTICAL THEORY AND PRACTICE, 2019, 13 (01)
  • [25] A Beran-Inspired Estimator for the Weibull-Type Tail Coefficient
    Tchilabalo A. Kpanzou
    Kokouvi M. Gamado
    Hippolyte Hounnon
    Journal of Statistical Theory and Practice, 2019, 13
  • [26] Estimation of different values in Dasmula tail
    Saxena, RB
    ASIAN JOURNAL OF CHEMISTRY, 1998, 10 (03) : 641 - 644
  • [27] SOME RESULTS ON RECORD VALUES FROM THE EXPONENTIAL AND WEIBULL LAW
    DALLAS, AC
    ACTA MATHEMATICA ACADEMIAE SCIENTIARUM HUNGARICAE, 1982, 40 (3-4): : 307 - 311
  • [28] On MLEs of the parameters of a modified Weibull distribution based on record values
    Vidovic, Zoran
    JOURNAL OF APPLIED STATISTICS, 2019, 46 (04) : 715 - 724
  • [29] Likelihood-Based Prediction of Future Weibull Record Values
    Volovskiy, Grigoriy
    Kamps, Udo
    REVSTAT-STATISTICAL JOURNAL, 2023, 21 (03) : 425 - 445
  • [30] Inference on the parameters of two Weibull distributions based on record values
    H. Zakerzadeh
    A. A. Jafari
    Statistical Methods & Applications, 2015, 24 : 25 - 40
12345