Statistical Inference for the Weibull Distribution Based on δ-Record Data

被引：4

作者：

Gouet, Raul ^{[1
,2
]}

Javier Lopez, F. ^{[3
,4
]}

Maldonado, Lina ^{[5
]}

Sanz, Gerardo ^{[3
,4
,6
]}

机构：

[1] Univ Chile, Dept Ingn Matemat, Av Libertador Bernardo OHiggins 1058, Santiago, Chile

[2] Univ Chile, CNRS, UMI 2807, Ctr Modelamiento Matemat, Av Libertador Bernardo OHiggins 1058, Santiago, Chile

[3] Univ Zaragoza, Fac Ciencias, Dept Metodos Estadist, E-50009 Zaragoza, Spain

[4] Univ Zaragoza, Fac Ciencias, BIFI, E-50009 Zaragoza, Spain

[5] Univ Zaragoza, Fac Econ & Empresa, Dept Estruct & Hist Econ & Econ Publ, E-50009 Zaragoza, Spain

[6] C Pedro Cerbuna 12, Zaragoza 50009, Spain

来源：

SYMMETRY-BASEL | 2020年 / 12卷 / 01期

关键词：

delta-records; near-records; Weibull distribution; maximum likelihood estimation; Bayes estimation; maximum likelihood prediction; Bayes prediction; BAYESIAN-INFERENCE; COUNTING PROCESS; PREDICTION; NUMBER;

D O I：

10.3390/sym12010020

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

We consider the maximum likelihood and Bayesian estimation of parameters and prediction of future records of the Weibull distribution from delta-record data, which consists of records and near-records. We discuss existence, consistency and numerical computation of estimators and predictors. The performance of the proposed methodology is assessed by Montecarlo simulations and the analysis of monthly rainfall series. Our conclusion is that inferences for the Weibull model, based on delta-record data, clearly improve inferences based solely on records. This methodology can be recommended, more so as near-records can be collected along with records, keeping essentially the same experimental design.

引用

页数：24

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