Title : ( Comparison among non-parametric prediction intervals of order statistics )
Authors: Elham Basiri , Jafar Ahmadi , Raqab, M ,
دانلود فایل برای اعضای دانشگاهAccess to full-text not allowed by authors
Abstract
In this paper, we are interested in conducting a comparison study between different non-parametric prediction intervals of order statistics from a future sample based on an observed order statistics. Typically, coverage probabilities of well-known non-parametric prediction intervals may not reach the pre-assigned probability levels. Moreover, prediction intervals for predicting future order statistics are no longer available in some cases. For this, we propose different methods involving random indices and fractional order statistics. In each case, we find the optimal prediction intervals. Numerical computations are presented to assess the performances of the so obtained intervals. Finally, a real life data set is presented and analyzed for illustrative purposes.
Keywords
, Optimal prediction interval, Order statistics, Fractional order statistics, Randomized prediction interval
@article{paperid:1038990,
author = {Basiri, Elham and Ahmadi, Jafar and Raqab, M},
title = {Comparison among non-parametric prediction intervals of order statistics},
journal = {Communications in Statistics - Theory and Methods},
year = {2016},
volume = {45},
number = {9},
month = {November},
issn = {0361-0926},
pages = {2699--2713},
numpages = {14},
keywords = {Optimal prediction interval; Order statistics; Fractional order statistics;
Randomized prediction interval},
}
%0 Journal Article
%T Comparison among non-parametric prediction intervals of order statistics
%A Basiri, Elham
%A Ahmadi, Jafar
%A Raqab, M
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2016
