Prediction Intervals for k-records in Terms of Current Records

被引：0
|
作者：
M. Chahkandi
J. Ahmadi
机构：
[1] Ferdowsi University of Mashhad,Department of Statistics, Ordered and Spatial Data Center of Excellence, Faculty of Mathematical Sciences
来源：
Journal of Statistical Theory and Applications | 2013年 / 12卷 / 1期
关键词：
Coverage probability; Current records; -records; Prediction intervals; Primary 62G30; Secondary 62E15;
D O I：
10.2991/jsta.2013.12.1.6
中图分类号：
学科分类号：
摘要：
In this paper, we discuss the prediction of k-records from the future sequence based on observed current records of either kind upper or lower, record coverage and k-records from the same distribution. It is shown that the coverage probability of all proposed prediction intervals are distribution-free. Exact and explicit expressions for the prediction coefficient of these intervals are obtained. The existence and optimality of these intervals are discussed. At the end, a numerical example is given for illustrating and comparing the proposed procedure.
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页码：67 / 82
页数：15
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