Computational comparison of the prediction intervals of future observation for three-parameter Pareto distribution with known shape parameter

DOI10.1016/J.AMC.2007.01.013MaRDI QIDQ2383741zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 19 September 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2007.01.013

zbMATH Keywords

Monte Carlo simulationMultiply type II censored samplesPareto distributionprediction interval

Mathematics Subject Classification ID

Point estimation (62F10) Statistical tables (62Q05) Monte Carlo methods (65C05)

Recommendations

• Computational comparison of prediction future lifetime of electronic components with Pareto distribution based on multiply type II censored samples
• A note on weighted moments estimators of the parameters for threeparameter Pareto distribution with known shape parameter
• Computational comparison for weighted moments estimators and BLUE of the scale parameter of a Pareto distribution with known shape parameter under type II multiply censored sample
• Computational comparison of prediction intervals of future observation for two-parameter exponential distribution
• Prediction intervals of future observation from one-parameter exponential distribution based on multiply type II censored samples

Cites work

• A NOTE ON ESTIMATING THE LOCATION AND SCALE PARAMETERS OF THE EXPONENTIAL DISTRIBUTION FROM A CENSORED SAMPLE
• Bayesian Estimation and Prediction for Pareto Data
• Bayesian prediction bounds for the pareto lifetime model
• Estimation of exponential parameters under multiply type II censoring
• Estimation of Location and Scale Parameters by Order Statistics from Singly and Doubly Censored Samples
• Estimation of the Location and Scale Parameters of a Pareto Distribution by Linear Functions of Order Statistics
• Estimators Based on Order Statistics from a Pareto Distribution
• Exact linear inference for scaled exponential distribution based on doubly type-ii censored samples
• Exponential Parameter Estimation for Data Sets Containing Left and Right Censored Observations
• scientific article; zbMATH DE number 49622 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• On maximum likelihood prediction based on type II doubly censored exponential data
• Prediction of sth Ordered Observation for the Two-Parameter Exponential Distribution

Cited in

(4)

• Prediction intervals of future observation from one-parameter exponential distribution based on multiply type II censored samples
• A note on weighted moments estimators of the parameters for threeparameter Pareto distribution with known shape parameter
• Computational comparison of the general weighted moments estimators of the scale parameter of a Pareto distribution with a known shape parameter with other estimators based on a multiply type II-censored sample
• Computational comparison for weighted moments estimators and BLUE of the scale parameter of a Pareto distribution with known shape parameter under type II multiply censored sample

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

This page was built for publication: Computational comparison of the prediction intervals of future observation for three-parameter Pareto distribution with known shape parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2383741)