Estimation and prediction from gamma distribution based on record values

DOI10.1016/j.csda.2007.04.002zbMath1452.62333OpenAlexW1991488850MaRDI 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

predictionconfidence intervalslower record valuesprobability coveragepivotal quantitybest linear unbiased estimates

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items

Statistical inference for the geometric distribution based on \(\delta\)-records ⋮ Inference on the Weibull distribution based on record values ⋮ Record values from NH distribution and associated inference ⋮ Upper record values from the generalized Pareto distribution and associated statistical inference ⋮ Unnamed Item ⋮ New flexible models generated by gamma random variables for lifetime modeling ⋮ Interval estimation for proportional reversed hazard family based on lower record values ⋮ Estimation and prediction based on k-record values from normal distribution

Cites Work

• The future occurrence of records
• Linear prediction of record values for the two parameter exponential distribution
• On the normal record values and associated inference
• Relations, bounds and approximations for order statistics
• Probability of correct selection of weibull versus gamma based on livelihood ratio
• Record values from generlized Pareto distribution and associated inference.
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