Nonparametric prediction intervals for future record intervals based on order statistics

被引：10

作者：

Ahmadi, Jafar ^{[1
]}

MirMostafaee, S. M. T. K. ^{[1
]}

Balakrishnan, N. ^{[2
]}

机构：

[1] Ferdowsi Univ Mashhad, Dept Stat, Ordered & Spatial Data Ctr Excellence, Mashhad, Iran

[2] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada

来源：

STATISTICS & PROBABILITY LETTERS | 2010年 / 80卷 / 21-22期

关键词：

Order statistics; Records; Record spacings; Sample range; Prediction coefficient; CONFIDENCE-INTERVALS; QUANTILE INTERVALS; VALUES;

D O I：

10.1016/j.spl.2010.07.009

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 article, outer and inner prediction intervals for future record intervals as well as record spacings are derived based on observed order statistics from the same parent distribution. These intervals are exact and are distribution-free in that they do not depend on the sampling distribution. Three different cases are considered and in each case an exact explicit expression is obtained for the prediction coefficient. Finally, we compare the obtained results with similar intervals based on records, and also present a numerical example in order to illustrate the derived results. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：1663 / 1672

页数：10

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