Bayesian estimation, prediction and characterization for the Gumbel model based on records

被引：20

作者：

Mousa, MAMA ^{[1
]}

Jaheen, ZF ^{[1
]}

Ahmad, AA ^{[1
]}

机构：

[1] Univ Assiut, Assiut, Egypt

来源：

STATISTICS | 2002年 / 36卷 / 01期

关键词：

Bayesian inference; prediction; characterization; record values; Gumbel model;

D O I：

10.1080/02331880210929

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：

Bayesian estimation for the two parameters of the Gumbel distribution are obtained based on record values. Prediction, either point or interval, for future lower record values are also presented from a Bayesian view point. Some of the results of Ahsanullah (1991) can be obtained as limiting cases from our results. Based on a recurrence relation of conditional moments of nonadjacent record values, a characterization for the Gumbel distribution is also given. Numerical computations are given to illustrate these procedures.

引用

页码：65 / 74

页数：10

共 50 条

[1] BAYESIAN ESTIMATION AND PREDICTION FOR EXPONENTIATED LOGISTIC DISTRIBUTION BASED ON LOWER RECORDS
Shaikh, Fahmeeda F.
Patel, M. N.
[J]. INTERNATIONAL JOURNAL OF AGRICULTURAL AND STATISTICAL SCIENCES, 2021, 17 (02): : 845 - 853
[2] A Simple Bayesian Estimation of the Gumbel Distribution
Wanbo Lu
[J]. IEEM: 2008 INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT, VOLS 1-3, 2008, : 521 - 525
[3] Interval Estimation for Gumbel Distribution Using Climate Records
A. Asgharzadeh
M. Abdi
S. Nadarajah
[J]. Bulletin of the Malaysian Mathematical Sciences Society, 2016, 39 : 257 - 270
[4] Interval Estimation for Gumbel Distribution Using Climate Records
Asgharzadeh, A.
Abdi, M.
Nadarajah, S.
[J]. BULLETIN OF THE MALAYSIAN MATHEMATICAL SCIENCES SOCIETY, 2016, 39 (01) : 257 - 270
[5] Bayesian prediction of temperature records using the Pareto model
Madi, MT
Raqab, MZ
[J]. ENVIRONMETRICS, 2004, 15 (07) : 701 - 710
[6] Bayesian prediction and estimation based on a shrinkage prior for a Poisson regression model
Komaki, Fumiyasu
[J]. JAPANESE JOURNAL OF STATISTICS AND DATA SCIENCE, 2024, 7 (01) : 411 - 429
[7] On Bayesian estimation from exponential distribution based on records
Asgharzadeh, A.
[J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2009, 38 (02) : 125 - 130
[8] On Bayesian estimation from exponential distribution based on records
A. Asgharzadeh
[J]. Journal of the Korean Statistical Society, 2009, 38 : 125 - 130
[9] BAYESIAN INFERENCE AND PREDICTION FOR NORMAL DISTRIBUTION BASED ON RECORDS
Asgharzadeh, Akbar
Valiollahi, Reza
Fallah, Adeleh
Nadarajah, Saralees
[J]. STATISTICA, 2018, 78 (01) : 15 - 36
[10] Bayesian estimation of discrepancy in dynamics model prediction
Subramanian, Abhinav
Mahadevan, Sankaran
[J]. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2019, 123 : 351 - 368

← 1 2 3 4 5 →