Title : ( Nonparametric prediction intervals for future record intervals based on order statistics )
Authors: Jafar Ahmadi , Seyed Mohammad Taghi Kamel Mirmostafaee , N.Balakrishnan ,
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Abstract
In this article, outer and inner prediction intervals for future record intervals as well as record spacings are derived based on observed order statistics from the same parent distribution. These intervals are exact and are distribution-free in that they do not depend on the sampling distribution. Three different cases are considered and in each case an exact explicit expression is obtained for the prediction coefficient. Finally, we compare the obtained results with similar intervals based on records, and also present a numerical example in order to illustrate the derived results.
Keywords
Order statistics Records Record spacings Sample range Prediction coefficient
@article{paperid:1016872,
author = {Ahmadi, Jafar and Kamel Mirmostafaee, Seyed Mohammad Taghi and N.Balakrishnan},
title = {Nonparametric prediction intervals for future record intervals based on order statistics},
journal = {Statistics and Probability Letters},
year = {2010},
volume = {80},
number = {21},
month = {September},
issn = {0167-7152},
pages = {1663--1672},
numpages = {9},
keywords = {Order statistics
Records
Record spacings
Sample range
Prediction coefficient},
}
%0 Journal Article
%T Nonparametric prediction intervals for future record intervals based on order statistics
%A Ahmadi, Jafar
%A Kamel Mirmostafaee, Seyed Mohammad Taghi
%A N.Balakrishnan
%J Statistics and Probability Letters
%@ 0167-7152
%D 2010
