URV's Author/s: Aldallal, Ramy Nigm, Elsayed Barakat, Haroon

Keywords: Current record values, record range, pivotal quantity, prediction interval, coverage probability.

Abstract: In this paper, a general method for predicting future lower and upper current records and record range from any arbitrary continuous distribution is proposed. Two pivotal statistics with the same explicit distribution for lower and upper current records are developed to construct prediction intervals for future current records. In addition, prediction intervals for future observations of the record range are constructed. A simulation study is applied on normal and Weibull distributions to investigate the efficiency of the suggested method. Finally, an example for real lifetime data with unknown distribution is analysed.

Journal publication year: 2014

Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article