Estimation and prediction in a two-parameter exponential distribution based on k-record values under LINEX loss function

被引：51
|
作者：
Ahmadi, J [1 ]
Doostparast, M
Parsian, A
机构：
[1] Ferdowsi Univ, Dept Stat, Mashhad 91775, Iran
[2] Isfahan Univ Technol, Esfahan, Iran
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2005年 / 34卷 / 04期
关键词：
admissibility; Bayes estimation; interval prediction; LINEX loss function; point prediction; record values;
D O I：
10.1081/STA-200054393
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
There are many situations where experimental outcomes are a sequence of record-breaking observations. In this article, Bayesian estimation for the two parameters of the exponential distribution are obtained based on k-record values under Linear-Exponential ( LINEX) loss function. The admissibility of some estimators are discussed. Prediction, either point or interval, for future k-record values are also presented from a Bayesian view point. Numerical computations are given for an empirical comparison.
引用
收藏
页码：795 / 805
页数：11
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