Exact prediction intervals for future current records and record range from any continuous distribution
Copyright policy )Exact prediction intervals for future current records and record range from any continuous distribution
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.
Peer Reviewed
Coverage, :62 Statistics::62M Inference from stochastic processes [Classificació AMS], coverage probability, Current record values, prediction interval, Pivotal quantity, coverage probability., Classificació AMS::62 Statistics::62F Parametric inference, pivotal quantity, :62 Statistics::62G Nonparametric inference [Classificació AMS], Prediction interval, Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica, :Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC], :62 Statistics::62F Parametric inference [Classificació AMS], Current record values, record range, pivotal quantity, prediction interval, coverage probability., record range, Classificació AMS::62 Statistics::62M Inference from stochastic processes, Classificació AMS::62 Statistics::62G Nonparametric inference, Record range, Probability
Coverage, :62 Statistics::62M Inference from stochastic processes [Classificació AMS], coverage probability, Current record values, prediction interval, Pivotal quantity, coverage probability., Classificació AMS::62 Statistics::62F Parametric inference, pivotal quantity, :62 Statistics::62G Nonparametric inference [Classificació AMS], Prediction interval, Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica, :Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC], :62 Statistics::62F Parametric inference [Classificació AMS], Current record values, record range, pivotal quantity, prediction interval, coverage probability., record range, Classificació AMS::62 Statistics::62M Inference from stochastic processes, Classificació AMS::62 Statistics::62G Nonparametric inference, Record range, Probability
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