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One-sample prediction regions for future record intervals

Author

Listed:
  • Bagheri, S.F.
  • Asgharzadeh, A.
  • Basiri, E.
  • Fernández, A.J.

Abstract

The construction of prediction regions for record intervals based on past records in the same sequence is discussed in the exponential case. Balanced and optimal prediction sets based on two suitable pivotal quantities are proposed. A Monte Carlo simulation study and two real life data sets are presented to illustrate and compare the proposed prediction sets.

Suggested Citation

  • Bagheri, S.F. & Asgharzadeh, A. & Basiri, E. & Fernández, A.J., 2019. "One-sample prediction regions for future record intervals," Statistics & Probability Letters, Elsevier, vol. 153(C), pages 15-20.
    • Handle: RePEc:eee:stapro:v:153:y:2019:i:c:p:15-20
    DOI: 10.1016/j.spl.2019.05.005
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    References listed on IDEAS

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    1. Ahmadi, Jafar & MirMostafaee, S.M.T.K. & Balakrishnan, N., 2010. "Nonparametric prediction intervals for future record intervals based on order statistics," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1663-1672, November.
    2. Ahmadi, J. & MirMostafaee, S.M.T.K., 2009. "Prediction intervals for future records and order statistics coming from two parameter exponential distribution," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 977-983, April.
    3. Raqab, Mohammad Z. & Balakrishnan, N., 2008. "Prediction intervals for future records," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1955-1963, September.
    4. Mohammad Raqab, 2009. "Distribution-free prediction intervals for the future current record statistics," Statistical Papers, Springer, vol. 50(2), pages 429-439, March.
    Full references (including those not matched with items on IDEAS)

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