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

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dc.AffiliationOctober University for modern sciences and Arts (MSA)
dc.contributor.authorBarakat H.M.
dc.contributor.authorNigm E.M.
dc.contributor.authorAldallal R.A.
dc.contributor.otherDepartment of Mathematics
dc.contributor.otherFaculty of Science
dc.contributor.otherZagazig University
dc.contributor.otherZagazig
dc.contributor.otherEgypt; Department of Mathematics and Statistics
dc.contributor.otherMSA University
dc.contributor.otherCairo
dc.contributor.otherEgypt
dc.date.accessioned2020-01-09T20:42:10Z
dc.date.available2020-01-09T20:42:10Z
dc.date.issued2014
dc.descriptionScopus
dc.description.abstractIn 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.en_US
dc.description.urihttps://www.scimagojr.com/journalsearch.php?q=14054&tip=sid&clean=0
dc.identifier.issn16962281
dc.identifier.urihttps://cutt.ly/lr1gqFS
dc.language.isoEnglishen_US
dc.publisherInstitut d'Estadistica de Catalunyaen_US
dc.relation.ispartofseriesSORT
dc.relation.ispartofseries38
dc.subjectOctober University for Modern Sciences and Arts
dc.subjectجامعة أكتوبر للعلوم الحديثة والآداب
dc.subjectUniversity of Modern Sciences and Arts
dc.subjectMSA University
dc.subjectCoverage probabilityen_US
dc.subjectCurrent record valuesen_US
dc.subjectPivotal quantityen_US
dc.subjectPrediction intervalen_US
dc.subjectRecord rangeen_US
dc.subjectForecastingen_US
dc.subjectCoverage probabilitiesen_US
dc.subjectPivotal quantityen_US
dc.subjectPrediction intervalen_US
dc.subjectRecord rangeen_US
dc.subjectRecord valuesen_US
dc.subjectWeibull distributionen_US
dc.titleExact prediction intervals for future current records and record range from any continuous distributionen_US
dc.typeArticleen_US
dcterms.isReferencedByAhmadi, J., Balakrishnan, N., Distribution-free prediction intervals for order statistics based on record coverage (2011) Korean Statistical Society, 40, pp. 181-192; Ahmadi, J., Balakrishnan, N., Prediction intervals for future records (2008) Statistics & Probability Letters, 78, pp. 395-405; Ahmadi, J., Balakrishnan, N., Confidence intervals for quantiles in terms of record range (2004) Statistics & Probability Letters, 68, pp. 1955-1963; Arnold, B.C., Balakrishnan, N., Nagaraja, H.N., (1998) Records, , Wiley, New York; Basak, P., An application of record range and some characterization results (2000) Advances on Methodological and Applied Aspects of Probability and Statistics, pp. 83-95. , Balakrishnan, N. (ed.). Gordon and Breach Science Publishers, New york; Houchens, R.L., (1984) Record Value, Theory and Inference, , Ph. D. Dissertation, University of California, Riverside, CA; Raqab, M.R., Distribution-free prediction intervals for the future current record statistics (2009) Statistical Papers, 50, pp. 429-439
dcterms.sourceScopus

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