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Nonparametric prediction intervals for future record intervals based on order statistics

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  • Ahmadi, Jafar
  • MirMostafaee, S.M.T.K.
  • Balakrishnan, N.

Abstract

In this article, outer and inner prediction intervals for future record intervals as well as record spacings are derived based on observed order statistics from the same parent distribution. These intervals are exact and are distribution-free in that they do not depend on the sampling distribution. Three different cases are considered and in each case an exact explicit expression is obtained for the prediction coefficient. Finally, we compare the obtained results with similar intervals based on records, and also present a numerical example in order to illustrate the derived results.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:21-22:p:1663-1672
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    References listed on IDEAS

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    1. Olivier Guilbaud, 2004. "Exact Non‐Parametric Confidence, Prediction and Tolerance Intervals with Progressive Type‐II Censoring," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(2), pages 265-281, June.
    2. Ahmadi, J. & Balakrishnan, N., 2008. "Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1236-1245, August.
    3. Jafar Ahmadi & Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian, 2009. "Prediction of k-records from a general class of distributions under balanced type loss functions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 19-33, June.
    4. Raqab, Mohammad Z. & Balakrishnan, N., 2008. "Prediction intervals for future records," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1955-1963, September.
    5. Ahmadi, J. & Balakrishnan, N., 2005. "Distribution-free confidence intervals for quantile intervals based on current records," Statistics & Probability Letters, Elsevier, vol. 75(3), pages 190-202, December.
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    Cited by:

    1. 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.
    2. 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.
    3. 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.

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