Metrika, ( ISI ), No (70), Year (2009-6) , Pages (19-33)

Title : ( Prediction of k-records from a general class of distributions under balanced type loss functions )

Authors: Jafar Ahmadi , Mohammad Jafari Jozani , Éric Marchand , Ahmad Parsian ,

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Abstract

We study the problem of predicting future k-records based on k-record data for a large class of distributions, which includes several well-known distributions such as: Exponential, Weibull (one parameter), Pareto, Burr type XII, among others. With both Bayesian and non-Bayesian approaches being investigated here, we pay more attention to Bayesian predictors under balanced type loss functions as introduced by Jafari Jozani et al. (Stat Probab Lett 76:773–780, 2006a). The results are presented under the balanced versions of some well-known loss functions, namely squared error loss,Varian’s linear-exponential loss and absolute error loss or L1 loss functions. Some of the previous results in the literatures such as Ahmadi et al. (Commun Stat Theory Methods 34:795–805, 2005), and Raqab et al. (Statistics 41:105–108, 2007) can be achieved as special cases of our results.

Keywords

, Methods 34:795–805, 2005), and Raqab et al. (Statistics 41:105–108, 2007) can be achieved as special cases of our results.
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@article{paperid:1010591,
author = {Ahmadi, Jafar and Mohammad Jafari Jozani and Éric Marchand and Ahmad Parsian},
title = {Prediction of k-records from a general class of distributions under balanced type loss functions},
journal = {Metrika},
year = {2009},
number = {70},
month = {June},
issn = {0026-1335},
pages = {19--33},
numpages = {14},
keywords = {Methods 34:795–805; 2005); and Raqab et al. (Statistics 41:105–108; 2007) can be achieved as special cases of our results.},
}

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%0 Journal Article
%T Prediction of k-records from a general class of distributions under balanced type loss functions
%A Ahmadi, Jafar
%A Mohammad Jafari Jozani
%A Éric Marchand
%A Ahmad Parsian
%J Metrika
%@ 0026-1335
%D 2009

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