Search Results - subject:"record values"

Analysis for the xgamma distribution based on record values and inter-record times with application to prediction of rainfall and COVID-19 records

Amiri, Zahra Khoshkhoo; MirMostafaee, S. M. T. K. - In: Statistics in transition : an international journal of … 24 (2023) 5, pp. 89-108

classical and Bayesian estimation of the unknown parameter of the xgamma distribution based on record values and inter …-record times. The problem of Bayesian prediction of future record values based on record values and interrecord times is also …-record times were presented. We observed that the record values and inter-record times from the xgamma distribution could predict …

Persistent link: https://www.econbiz.de/10015121007

k-th record estimator of the scale parameter of the »-stable distribution

Stachura, Michał; Wodecka, Barbara - In: Statistics in Transition new series (SiTns) 23 (2022) 4, pp. 203-215

Various techniques of scale parameter estimation have been proposed in the case of alpha stable distributions. In the paper, the authors present an estimation technique that involves the k-th record theory. Although this theory is over 40 years old, its implementation in the classical extreme...

Persistent link: https://www.econbiz.de/10015051620

k-th record estimator of the scale parameter of the α-stable distribution

Stachura, Michał; Wodecka, Barbara - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 203-215

Persistent link: https://www.econbiz.de/10014287941

Bayesian estimation and prediction based on Rayleigh record data with applications

Abu Awwad, Raed R.; Bdair, Omar M.; Abufoudeh, Ghassan K. - In: Statistics in Transition New Series 22 (2021) 3, pp. 59-79

Based on a record sample from the Rayleigh model, we consider the problem of estimating the scale and location parameters of the model and predicting the future unobserved record data. Maximum likelihood and Bayesian approaches under different loss functions are used to estimate the model's...

Persistent link: https://www.econbiz.de/10013444096

Bayesian estimation and prediction based on Rayleigh record data with applications

Abu Awwad, Raed R.; Bdair, Omar M.; Abufoudeh, Ghassan K. - In: Statistics in transition : an international journal of … 22 (2021) 3, pp. 59-79

Persistent link: https://www.econbiz.de/10012655797

Maximum product of spacings prediction of future record values

Volovskiy, Grigoriy; Kamps, Udo - In: Metrika 83 (2020) 7, pp. 853-868

A spacings-based prediction method for future upper record values is proposed as an alternative to maximum likelihood …

Persistent link: https://www.econbiz.de/10014503605

Some Characterizations of the Log-Logistic Distribution

Ahsanullah, Mohammad; Alzaatreh, Ayman - In: Stochastics and Quality Control 33 (2018) 1, pp. 23-29

logistic distribution. In this paper, characterizations based on truncated moments, functions of order statistics and record … values are obtained. Also, limiting distributions for the extreme order statistics are studied. …

Persistent link: https://www.econbiz.de/10014591024

Statistical analysis for Kumaraswamy’s distribution based on record data

Nadar, Mustafa; Papadopoulos, Alexander; Kızılaslan, Fatih - In: Statistical Papers 54 (2013) 2, pp. 355-369

In this paper we review some results that have been derived on record values for some well known probability density … are obtained, when we have observed m past record values, using the well known squared error loss (SEL) function and a …

Persistent link: https://www.econbiz.de/10010998617

Improved estimators of the distribution function based on lower record values

Belaghi, R. Arabi; Arashi, M.; Tabatabaey, S. - In: Statistical Papers 56 (2015) 2, pp. 453-477

In this paper, we define different types of estimators for the distribution function, namely preliminary test (PT), shrinkage PT (SPT), Stein type (S), and Thompson shrinkage (TS) estimators based on lower record observations and their inter record times. Their asymptotic distributional bias and...

Persistent link: https://www.econbiz.de/10011241314

Estimation of parameters of bivariate normal distribution using concomitants of record values

Chacko, Manoj; Thomas, P. - In: Statistical Papers 49 (2008) 2, pp. 263-275

Persistent link: https://www.econbiz.de/10008533903