Likelihood-based prediction of future Weibull record values

DOI10.57805/REVSTAT.V21I3.414MaRDI QIDQ6142219zbMATH OpenFDO

Authors Grigoriy Volovskiy, Udo Kamps

Publication date 25 January 2024

Full work available at URL https://doi.org/10.57805/REVSTAT.V21I3.414

zbMATH Keywords

maximum likelihood predictormaximum observed likelihood predictorPitman closenesspoint predictionupper record valuesWeibull distribution

Mathematics Subject Classification ID

Parametric inference (62F99) Inference from stochastic processes and prediction (62M20)

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Cites work

• Bayesian inference and prediction analysis of the power law process based on a gamma prior distribution
• Bayesian inference and prediction analysis of the power law process based on a natural conjugate prior
• Bayesian inference for the power law process
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• Confidence Interval Procedures for the Weibull Process with Applications to Reliability Growth
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• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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• Inference on the parameters of two Weibull distributions based on record values
• Inference on the Weibull distribution based on record values
• Maximum likelihood prediction
• Maximum likelihood prediction of records from 3-parameter Weibull distribution and some approximations
• Maximum observed likelihood prediction of future record values
• Measure and probability
• Prediction Intervals for the Weibull Process
• Some Results on Inference for the Weibull Process
• The mathematical education of teachers

Cited in

(1)

• Properties of k -record posteriors for the Weibull model

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