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Point prediction of future order statistics from an exponential distribution

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

Abstract

Two-sample point prediction is considered for a two-parameter exponential distribution. Several point predictors such as the best unbiased predictor, best invariant predictor and maximum likelihood predictor are obtained for future order statistics on the basis of observed record values in two cases: where the location parameter is known and unknown. These predictors are compared in the sense of their mean squared prediction errors. Finally, some numerical results are given to illustrate the proposed procedures.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:3:p:360-370
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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.
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    Cited by:

    1. 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.

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    Keywords

    BLIP BLUP MLP MSPE Record values;

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