Prediction of the exponential fractional upper record-values

DOI10.1515/MS-2022-0032MaRDI QIDQ2122497zbMATH OpenOpenAlexWikidataFDO

Authors Amany E. Aly

Publication date 6 April 2022

Published in Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/ms-2022-0032

zbMATH Keywords

fractional record-valuesmaximum likelihood predictorPitman's measure of closenesspivotal quantitypredictive intervalsimulation

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Parametric tolerance and confidence regions (62F25) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Inference from stochastic processes and prediction (62M20)

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Cited in

(4)

• Reconstructing past fractional record values
• Prediction intervals of the record-values process
• Asymptotic predictive inference of negative lower tail index distributions
• Predictive inference of dual generalized order statistics from the inverse Weibull distribution

Describes a project that uses

Uses Software

• PredictionR

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