Distribution-free prediction intervals for the future current record statistics

被引：0
作者：
Mohammad Z. Raqab
机构：
[1] University of Jordan,Department of Mathematics
来源：
Statistical Papers | 2009年 / 50卷
关键词：
Record values; Prediction interval; Coverage probability; Monotone approximation method; 62G30; 62G32; 62M20; 62F25;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Prediction of records plays an important role in many applications, such as, meteorology, hydrology, industrial stress testing and athletic events. In this paper, based on the observed current records of an iid sequence sample drawn from an arbitrary unknown distribution, we develop distribution-free prediction intervals as well as prediction upper and lower bounds for current records from another iid sequence. We also present sharp upper bounds for the expected lengths of the so obtained prediction intervals. Numerical computations of the coverage probabilities are presented for choosing the appropriate limits of the prediction intervals.
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页码：429 / 439
页数：10
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