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
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