Prediction intervals for future records

DOI10.1016/j.spl.2008.01.064zbMath1147.62044OpenAlexW1991924918MaRDI QIDQ947208

Narayanaswamy Balakrishnan, Mohammad Zayed Raqab

Publication date: 29 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.064

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Related Items (26)

Prediction of the exponential fractional upper record-values ⋮ Reconstructing past fractional record values ⋮ Minimal repair under a step-stress test ⋮ On the nearness of record values to order statistics from Pitman's measure of closeness ⋮ Prediction intervals for ordinary and dual generalized order statistics from two independent sequences ⋮ Outer and inner prediction intervals for order statistics intervals based on current records ⋮ Point prediction of future order statistics from an exponential distribution ⋮ Pitman closeness of predictors of future order statistics for two parameter exponential distribution ⋮ Nonparametric prediction intervals for future record intervals based on order statistics ⋮ Bayesian prediction of order statistics with fixed and random sample sizes based onk-record values from Pareto distribution ⋮ Unnamed Item ⋮ Distribution-free prediction intervals for order statistics based on record coverage ⋮ Prediction of order statistics and record values from two independent sequences ⋮ Bayesian prediction ofk-record values based on progressively censored data from exponential distribution ⋮ Comparisons among some predictors of exponential distributions using Pitman closeness ⋮ Prediction intervals for future records and order statistics coming from two parameter exponential distribution ⋮ Estimation and prediction based on k-record values from normal distribution ⋮ Comparison among non parametric prediction intervals of order statistics ⋮ Prediction of order statistics and record values based on ordered ranked set sampling ⋮ Prediction intervals for generalized-order statistics with random sample size ⋮ Prediction intervals for future Weibull residual data ⋮ Bayesian prediction of order statistics based on k-record values from exponential distribution ⋮ One-sample prediction regions for future record intervals ⋮ Best prediction regions for future exponential record intervals ⋮ Comparative study for assessing the Pitman’s closeness of predictors based on exponential record data ⋮ Confidence and prediction intervals based on interpolated records

Cites Work

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• Precedence-type tests based on record values
• Sharp bounds on expectations of second record increments from decreasing density families
• Parametric and nonparametric inference from record-breaking data
• Projection \(P\)-norm bounds on the moments of \(K\)th record increments
• Confidence intervals for quantiles in terms of record range
• Distribution-free confidence intervals for quantile intervals based on current records
• Distribution-Free Confidence Intervals for Quantile Intervals

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