Prediction of future generalized order statistics based on exponential distribution with random sample size
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Publication:725682
DOI10.1007/s00362-016-0779-2zbMath1429.62170OpenAlexW2400151175WikidataQ115607881 ScholiaQ115607881MaRDI QIDQ725682
Publication date: 2 August 2018
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0779-2
Monte Carlo simulationmean square errorgeneralized order statisticsrandom sample sizeprobability coveragepredictive intervalpredictive maximum likelihood function
Inference from stochastic processes and prediction (62M20) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Pseudo-random numbers; Monte Carlo methods (11K45)
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