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

页码：795 / 805

页数：11

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