Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2014

Exact prediction intervals for future current records and record range from any continuous distribution

  • Dades identificatives

    Identificador: RP:2417
    Handle: https://hdl.handle.net/20.500.11797/RP2417
    Autors:
    Aldallal, RamyNigm, ElsayedBarakat, Haroon
    Resum:
    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.

  • Altres:

    Autor/s de la URV: Aldallal, Ramy Nigm, Elsayed Barakat, Haroon
    Paraules clau: Current record values, record range, pivotal quantity, prediction interval, coverage probability.
    Resum: 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.
    Any de publicació de la revista: 2014
    Tipus de publicació: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article

  • Paraules clau:

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

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