Statistical Papers, ( ISI ), Volume (53), No (3), Year (2012-7) , Pages (789-802)

Title : ( Outer and inner prediction intervals for order statistics intervals based on current records )

Authors: Jafar Ahmadi , N.Balakrishnan ,

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Abstract

This paper considers the largest and smallest observations at the times when a new record of either kind (upper or lower) occurs. These are called the upper and lower current records and are denoted by $R^l_m$ and $R^s_m$, respectively. The interval $(R^s_m,~ R^l_m)$ is then referred to as the record coverage. The prediction problem in the two-sample case is then discussed and, specifically, the exact outer and inner prediction intervals are derived for order statistics intervals from an independent future $Y$-sample based on the $m$-th record coverage from the $X$-sequence when the underlying distribution of the two samples are the same. The coverage probabilities of these intervals are exact and do not depend on the underlying distribution. Distribution-free prediction intervals as well as upper and lower prediction limits for spacings from a future $Y$-sample are obtained in terms of the record range from the $X$-sequence.

Keywords

, Beta (gamma) function, Coverage probability, Record coverage, Record range, Spacing, Distribution-free intervals.
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@article{paperid:1021572,
author = {Ahmadi, Jafar and N.Balakrishnan},
title = {Outer and inner prediction intervals for order statistics intervals based on current records},
journal = {Statistical Papers},
year = {2012},
volume = {53},
number = {3},
month = {July},
issn = {0932-5026},
pages = {789--802},
numpages = {13},
keywords = {Beta (gamma) function; Coverage probability; Record coverage; Record range; Spacing; Distribution-free intervals.},
}

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%0 Journal Article
%T Outer and inner prediction intervals for order statistics intervals based on current records
%A Ahmadi, Jafar
%A N.Balakrishnan
%J Statistical Papers
%@ 0932-5026
%D 2012

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