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On the Weibull Record Statistics and Associated Inferences

Author

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  • Mahdi Teimouri

    (Department of Statistics, Faculty of Science, Gonbad Kavous University - Iran)

  • Arjun K. Gupta

    (Department of Mathematics and Statistics, Bowling Green State University, Ohio - USA)

Abstract

On the basis of some characteristics such as quantile function and skewness coefficient of th upper/lower record of a given absolutely continuous distribution, as well as a confidence interval for th upper/lower record statistic of a two-parameter Weibull model, a point estimator for shape parameter of this family also is given. Furthermore, behavior of the skewness coefficient of th upper/lower record statistic of this family is discussed. Tabulation of the confidence interval of the th upper/lower record statistics of this family for some levels of confidence and parameters is useful for predicting the future nth upper/lower record. The performance of the given shape estimator is measured through a simulated data set comparison with the maximum likelihood estimation. Also, skewness analysis of the th upper/lower record statistic is useful for estimating the th upper/lower record statistic of this family as it will be discussed.

Suggested Citation

  • Mahdi Teimouri & Arjun K. Gupta, 2012. "On the Weibull Record Statistics and Associated Inferences," Statistica, Department of Statistics, University of Bologna, vol. 72(2), pages 145-162.
    • Handle: RePEc:bot:rivsta:v:72:y:2012:i:2:p:145-162
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    Cited by:

    1. H. Zakerzadeh & A. Jafari, 2015. "Inference on the parameters of two Weibull distributions based on record values," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 25-40, March.

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