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Prediction intervals for future records and order statistics coming from two parameter exponential distribution

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  • Ahmadi, J.
  • MirMostafaee, S.M.T.K.

Abstract

We study the problem of predicting future records based on observed order statistics from two parameter exponential distribution. The prediction intervals for the future order statistics as well as for the total lifetime in a future sample of size m from two parameter exponential distribution are obtained on the basis of the first n records coming from the same distribution.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:7:p:977-983
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    References listed on IDEAS

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    1. Raqab, Mohammad Z. & Balakrishnan, N., 2008. "Prediction intervals for future records," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1955-1963, September.
    2. Jafar Ahmadi & M. Doostparast, 2006. "Bayesian estimation and prediction for some life distributions based on record values," Statistical Papers, Springer, vol. 47(3), pages 373-392, June.
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    1. MirMostafaee, S.M.T.K. & Ahmadi, Jafar, 2011. "Point prediction of future order statistics from an exponential distribution," Statistics & Probability Letters, Elsevier, vol. 81(3), pages 360-370, March.
    2. Jafar Ahmadi & N. Balakrishnan, 2012. "Outer and inner prediction intervals for order statistics intervals based on current records," Statistical Papers, Springer, vol. 53(3), pages 789-802, August.
    3. Jafar Ahmadi & N. Balakrishnan, 2013. "On the nearness of record values to order statistics from Pitman’s measure of closeness," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(4), pages 521-541, May.
    4. S. MirMostafaee & Jafar Ahmadi & Narjes Sadeghian, 2015. "Pitman closeness of predictors of future order statistics for two parameter exponential distribution," Computational Statistics, Springer, vol. 30(4), pages 1163-1183, December.
    5. Farhad Yousaf & Sajid Ali & Ismail Shah, 2019. "Statistical Inference for the Chen Distribution Based on Upper Record Values," Annals of Data Science, Springer, vol. 6(4), pages 831-851, December.
    6. 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.

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