Estimation and prediction from gamma distribution based on record values

DOI10.1016/j.csda.2007.04.002zbMath1452.62333MaRDI QIDQ1023468

J. Martínez

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.04.002

zbMATH Keywords

prediction; confidence intervals; lower record values; probability coverage; pivotal quantity; best linear unbiased estimates

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62E15: Exact distribution theory in statistics

62G30: Order statistics; empirical distribution functions