Affiliation:
1. Department of Mathematics Faculty of Science , Helwan University , Ain Helwan , Cairo , Egypt
Abstract
Abstract
In this paper, two linear predictors of the fractional kth upper record-value based on two-parameter exponential distribution are proposed. Moreover, a free scale-location predictive interval is constructed for the future fractional kth upper record-value. The prediction results are formulated in a general set-up relying on two fractional kth upper record-values. Some important distributional properties for each point predictor are revealed. Furthermore, the mean square error and Pitman’s measure of closeness are used to compare the point predictors. Finally, a simulation study is carried out and a real data set is analyzed to explore the efficiency of the suggested methods.
Reference54 articles.
1. Ahsanullah, M.: Record values and the exponential distribution, Ann. Inst. Stat. Math. 30(A) (1978), 429–433.
2. Ahsanullah, M.: Linear prediction of record values for the two parameter exponential distribution, Ann. Inst. Stat. Math. 32(3) (1980), 363–368.
3. Ahsanullah, M.: Record Values-Theory and Applications, University Press of America, 2004.
4. Al-Hussaini, E. K.—Ahmad, A. A.: On Bayesian interval prediction of future records, Test 12 (2003), 79–99.
5. Aly, A. E.: Prediction intervals of future generalized order statistics based on generalized extreme value distribution, ProbStat Forum 8 (2015), 148–156.
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献