Prediction of future generalized order statistics based on exponential distribution with random sample size

DOI10.1007/s00362-016-0779-2zbMath1429.62170WikidataQ115607881 ScholiaQ115607881MaRDI QIDQ725682

D. Kharzeev

Publication date: 2 August 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0779-2

zbMATH Keywords

Monte Carlo simulation; mean square error; generalized order statistics; random sample size; probability coverage; predictive interval; predictive maximum likelihood function

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62E15: Exact distribution theory in statistics

62G30: Order statistics; empirical distribution functions

60K10: Applications of renewal theory (reliability, demand theory, etc.)

11K45: Pseudo-random numbers; Monte Carlo methods