Exact interval inference for the two-parameter Rayleigh distribution based on the upper record values
type: Item
instance of: scholarly article
title: Exact interval inference for the two-parameter Rayleigh distribution based on the upper record values
zbMATH Open document ID: 1431.62097
DOI: 10.1155/2016/8246390
author: Jae-Woo Jeon
author: Suk-Bok Kang
author: Jung-In Seo
published in: Journal of Probability and Statistics
publication date: 2018-08-14T00:00:00Z
review text: Summary: The maximum likelihood method is the most widely used estimation method. On the other hand, it can produce substantial bias, and an approximate confidence interval based on the maximum likelihood estimator cannot be valid when the sample size is small. Because the sizes of the record values are considerably smaller than the original sequence observed in the majority of cases, a method appropriate for this situation is required for precise inference. This paper provides the exact confidence intervals for unknown parameters and exact predictive intervals for the future upper record values by providing some pivotal quantities in the two-parameter Rayleigh distribution based on the upper record values. Finally, the validity of the proposed inference methods was examined from Monte Carlo simulations and real data.
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62N01
zbMATH DE Number: 6917550
Wikidata QID: Q59129368
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2016/8246390
OpenAlex ID: W2563966557
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description: scientific article; zbMATH DE number 6917550