Distribution-free prediction intervals for the future current record statistics

DOI10.1007/S00362-007-0082-3MaRDI QIDQ840977zbMATH OpenOpenAlexWikidataFDO

Authors Mohammad Z. Raqab

Publication date 14 September 2009

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-007-0082-3

zbMATH Keywords

record valuescoverage probabilityprediction intervalmonotone approximation method

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Prediction theory (aspects of stochastic processes) (60G25)

Recommendations

• Prediction intervals for future records
• Exact prediction intervals for future current records and record range from any continuous distribution
• Distribution-free prediction intervals for order statistics based on record coverage
• Outer and inner prediction intervals for order statistics intervals based on current records
• scientific article; zbMATH DE number 5836051

Cites work

• scientific article; zbMATH DE number 2200834 (Why is no real title available?)
• A Modification of Schwarz's Inequality with Applications to Distributions
• Bounds on expectations of record range and record increment from distributions with bounded support
• Breaking Records and Breaking Boards
• Confidence intervals for quantiles in terms of record range
• Interval estimation of location and scale parameters based on record values
• Limit laws for record values
• Linear prediction of record values for the two parameter exponential distribution
• Prediction Intervals for the Exponential Distribution Using Subsets of the Data
• Prediction intervals for the future record values from exponential distribution: comparative study
• Preservation of some reliability properties by certain record statistics
• Projecting statistical functionals
• Simultaneous one-sided prediction intervals for a two-parameter exponential distribution using complete or type II censored data
• The future occurrence of records

Cited in

(11)

• Current records and record range with some applications
• Distribution-free prediction intervals for order statistics based on record coverage
• Prediction intervals for the future record values from exponential distribution: comparative study
• Best prediction regions for future exponential record intervals
• Current \(k\)-records and their use in distribution-free confidence intervals
• Outer and inner prediction intervals for order statistics intervals based on current records
• Inferential statistics from Black Hispanic breast cancer survival data
• Prediction intervals for future records
• Optimal confidence regions for the two-parameter exponential distribution based on records
• One-sample prediction regions for future record intervals
• Exact prediction intervals for future current records and record range from any continuous distribution

This page was built for publication: Distribution-free prediction intervals for the future current record statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q840977)