Exact prediction intervals for future current records and record range from any continuous distribution

被引：0

作者：

Barakat, H. M. ^{[1
]}

Nigm, E. M. ^{[1
]}

Aldallal, R. A. ^{[2
]}

机构：

[1] Zagazig Univ, Dept Math, Fac Sci, Zagazig, Egypt

[2] MSA Univ, Dept Math & Stat, Cairo, Egypt

来源：

SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS | 2014年 / 38卷 / 02期

关键词：

Current record values; record range; pivotal quantity; prediction interval; coverage probability;

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, a general method for predicting future lower and upper current records and record range from any arbitrary continuous distribution is proposed. Two pivotal statistics with the same explicit distribution for lower and upper current records are developed to construct prediction intervals for future current records. In addition, prediction intervals for future observations of the record range are constructed. A simulation study is applied on normal and Weibull distributions to investigate the efficiency of the suggested method. Finally, an example for real lifetime data with unknown distribution is analysed.

引用

页码：251 / 269

页数：19

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