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On the normal record values and associated inference

Author

Listed:
  • Balakrishnan, N.
  • Chan, P. S.

Abstract

In this note, we discuss the record values arising from a normal N([mu], [delta]2) distribution. After computing the means, variances and covariances of the record values, we determine the best linear unbiased estimators (BLUEs) of [mu] and [delta] based on the first n record values. Using these BLUEs, we then develop a prediction interval for a future record value and also propose a test for spuriosity of a current record value. Finally, we present an illustrative example to explain the inference procedures developed in this note.

Suggested Citation

  • Balakrishnan, N. & Chan, P. S., 1998. "On the normal record values and associated inference," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 73-80, July.
    • Handle: RePEc:eee:stapro:v:39:y:1998:i:1:p:73-80
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    Citations

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    Cited by:

    1. Manoj Chacko & P. Thomas, 2008. "Estimation of parameters of bivariate normal distribution using concomitants of record values," Statistical Papers, Springer, vol. 49(2), pages 263-275, April.
    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. Goel, Ritu & Taneja, H.C. & Kumar, Vikas, 2018. "Measure of entropy for past lifetime and k-record statistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 623-631.
    4. A. Asgharzadeh & A. Fallah & M. Z. Raqab & R. Valiollahi, 2018. "Statistical inference based on Lindley record data," Statistical Papers, Springer, vol. 59(2), pages 759-779, June.
    5. 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.
    6. Sukhdev Singh & Yogesh Mani Tripathi & Shuo-Jye Wu, 2017. "Bayesian estimation and prediction based on lognormal record values," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 916-940, April.
    7. Sultan, K.S. & AL-Dayian, G.R. & Mohammad, H.H., 2008. "Estimation and prediction from gamma distribution based on record values," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1430-1440, January.
    8. Amini, Morteza & Ahmadi, J., 2007. "Fisher information in record values and their concomitants about dependence and correlation parameters," Statistics & Probability Letters, Elsevier, vol. 77(10), pages 964-972, June.
    9. Mahdi Salehi & Mahdi Doostparast, 2015. "Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(4), pages 547-568, November.

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