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

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