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Interval estimation of location and scale parameters based on record values

Author

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  • Chan, Ping Shing

Abstract

A conditional method of inference is used to derive exact confidence intervals for the location, scale and quantiles of location-scale family based on the upper record values. We will also discuss the prediction of the future record based on the current record values. For illustrative purpose, the extreme-value distribution is used to demonstrate the inference procedures. We also present a numerical example.

Suggested Citation

  • Chan, Ping Shing, 1998. "Interval estimation of location and scale parameters based on record values," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 49-58, January.
    • Handle: RePEc:eee:stapro:v:37:y:1998:i:1:p:49-58
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    Citations

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    Cited by:

    1. Jong-Wuu Wu & Hsiao-Chiao Tseng, 2007. "Statistical inference about the shape parameter of the Weibull distribution by upper record values," Statistical Papers, Springer, vol. 48(1), pages 95-129, January.
    2. Wang, Bing Xing & Ye, Zhi-Sheng, 2015. "Inference on the Weibull distribution based on record values," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 26-36.
    3. Wang, Bing Xing & Yu, Keming & Coolen, Frank P.A., 2015. "Interval estimation for proportional reversed hazard family based on lower record values," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 115-122.

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