Distribution-free prediction intervals for the future current record statistics

DOI10.1007/s00362-007-0082-3zbMath1309.60052OpenAlexW2044548102WikidataQ126211242 ScholiaQ126211242MaRDI QIDQ840977

Mohammad Zayed Raqab

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0082-3

zbMATH Keywords

record valuescoverage probabilityprediction intervalmonotone approximation method

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Prediction theory (aspects of stochastic processes) (60G25)

Related Items

Outer and inner prediction intervals for order statistics intervals based on current records ⋮ Optimal confidence regions for the two-parameter exponential distribution based on records ⋮ Current records and record range with some applications ⋮ Inferential statistics from Black Hispanic breast cancer survival data ⋮ Distribution-free prediction intervals for order statistics based on record coverage ⋮ Current \(k\)-records and their use in distribution-free confidence intervals ⋮ One-sample prediction regions for future record intervals ⋮ Best prediction regions for future exponential record intervals

Cites Work

• Unnamed Item
• Unnamed Item
• Simultaneous one-sided prediction intervals for a two-parameter exponential distribution using complete or type II censored data
• The future occurrence of records
• Linear prediction of record values for the two parameter exponential distribution
• Interval estimation of location and scale parameters based on record values
• Confidence intervals for quantiles in terms of record range
• Limit laws for record values
• Preservation of some reliability properties by certain record statistics
• Breaking Records and Breaking Boards
• Prediction Intervals for the Exponential Distribution Using Subsets of the Data
• Prediction intervals for the future record values from exponential distribution: comparative study
• A Modification of Schwarz's Inequality with Applications to Distributions
• Projecting statistical functionals