On the Lindley Record Values and Associated Inference

被引：0
|
作者：
Fallah, A. [1 ]
Asgharzadeh, A. [2 ]
MirMostafaee, S. M. T. K. [2 ]
机构：
[1] Payame Noor Univ, Fac Math & Stat, Dept Stat, Tehran, Iran
[2] Univ Mazandaran, Fac Math Sci, Dept Stat, Babol Sar, Iran
来源：
JOURNAL OF STATISTICAL THEORY AND APPLICATIONS | 2018年 / 17卷 / 04期
关键词：
Best linear invariant estimators; Best linear unbiased estimators; Lindley distribution; Double moments; Pivotal quantity; Prediction; Record values; Single moments;
D O I：
10.2991/jsta.2018.17.4.10
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we discuss the record values arising from the Lindley distribution. We compute the means, variances and covariances of the record values. These values are used to compute the best linear unbiased estimators (BLUEs) and the best linear invariant estimators (BLIEs) of the location and scale parameters. By using the BLUEs and BLIEs, we construct confidence intervals for the location and scale parameters through Monte Carlo simulations. Prediction for the future records is also discussed. (C) 2018 The Authors. Published by Atlantis Press SARL.
引用
收藏
页码：686 / 702
页数：17
相关论文
共 50 条
  • [1] On the Lindley Record Values and Associated Inference
    A. Fallah
    A. Asgharzadeh
    S. M. T. K. MirMostafaee
    Journal of Statistical Theory and Applications, 2018, 17 (4): : 686 - 702
  • [2] Statistical inference based on generalized Lindley record values
    Singh, Sukhdev
    Dey, Sanku
    Kumar, Devendra
    JOURNAL OF APPLIED STATISTICS, 2020, 47 (09) : 1543 - 1561
  • [3] Statistical Inference for the power Lindley model based on record values and inter-record times
    Pak, Abbas
    Dey, Sanku
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 347 : 156 - 172
  • [4] On the normal record values and associated inference
    Balakrishnan, N
    Chan, PS
    STATISTICS & PROBABILITY LETTERS, 1998, 39 (01) : 73 - 80
  • [5] Statistical inference based on Lindley record data
    A. Asgharzadeh
    A. Fallah
    M. Z. Raqab
    R. Valiollahi
    Statistical Papers, 2018, 59 : 759 - 779
  • [6] Statistical inference based on Lindley record data
    Asgharzadeh, A.
    Fallah, A.
    Raqab, M. Z.
    Valiollahi, R.
    STATISTICAL PAPERS, 2018, 59 (02) : 759 - 779
  • [7] Record values from NH distribution and associated inference
    MirMostafaee, S. M. T. K.
    Asgharzadeh, A.
    Fallah, A.
    METRON-INTERNATIONAL JOURNAL OF STATISTICS, 2016, 74 (01): : 37 - 59
  • [8] Power Lindley distribution and associated inference
    Ghitany, M. E.
    Al-Mutairi, D. K.
    Balakrishnan, N.
    Al-Enezi, L. J.
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2013, 64 : 20 - 33
  • [9] Record values from generalized Pareto distribution and associated inference
    Sultan, KS
    Moshref, ME
    METRIKA, 2000, 51 (02) : 105 - 116
  • [10] Record values from generalized Pareto distribution and associated inference
    Khalaf S. Sultan
    Mohamed E. Moshref
    Metrika, 2000, 51 : 105 - 116
12345