Statistical inference based on record data from Pareto model

Statistics

Volumn 41, Issue 2, 2007, Pages 105-118

  Raqab, Mohammad Z ^a   Ahmadi, J ^b   Doostparast, M ^b  

^a UNIVERSITY OF JORDAN   (Jordan)

^b FERDOWSI UNIVERSITY OF MASHHAD   (Iran)

Author keywords

Admissibility; Bayes estimation; Bayes prediction; Conditional median prediction; Linear exponential loss; Maximum likelihood prediction; Squared error loss

Indexed keywords

EID: 33947428845     PISSN: 02331888     EISSN: 10294910     Source Type: Journal    
DOI: 10.1080/02331880601106579     Document Type: Article

References (24)

1. Arnold, B.C., Balakrishnan, N. and Nagaraja, H.N., 1998, Records (New York: John Wiley).
2. Ahmadi, J., 2000, Record values, theory and applications. Ph.D Thesis, Ferdowsi University of Mashhad, Mashhad, Iran.
3. Gulati, S. and Padgett, W.J., 2003, Parametric and Nonparamenic Inference from Record-Breaking Data, Lecture Notes in Statistics, Vol. 172 (New York: Springer-Verlag).
4. Ahmadi, J. and Arghami, N.R., 2001, On the Fisher information in record values. Metrika, 53, 195-206.
5. Ahmadi, J. and Arghami, N.R., 2003, Nonparametric confidence and tolerance intervals from record values data. Statistical Papers, 44, 455-468.
6. Ahmadi, J. and Arghami, N.R., 2003, Comparing the Fisher information in record values and iid observations. Statistics, 37, 435-441.
7. Ahmadi, J. and Balakrishnan, N., 2004, Confidence intervals for quantiles in terms of record range. Statistics and Probability Letters, 68, 395-405.
8. Varian, H.R.A., 1975, Bayesian approach to real estate assessment. In: S.E. Finberg and A. Zellner (Eds) Studies in Bayesian Econometrics and Statistics in Honor of Leonard J. Savege (Amesterdam: North-Holland), pp. 195-208.
9. Ahsanullah, M., 1980, Linear prediction of record values for the two parameter exponential distribution. Annals of the Institute of Statistical Mathematics, 32, 363-368.
10. Dunsmore, I.R., 1983, The future occurrence of records. Annals of the Institute of Statistical Mathematics, 35, 267-277.
11. Awad, A.M. and Raqab, M.Z., 2000, Prediction intervals for the future record values from exponential distribution: comparative study. Journal of Statistical Computation and Simulation, 65, 325-340.
12. AL-Hussaini, E.K. and Jaheen, Z.F., 1995, Bayesian prediction bounds for the Burr type XII faliure model. Communications in Statistics Theory and Methods, 24(7), 1829-1842.
13. AL-Hussaini, E.K. and Ahmad, A.A., 2003, On Bayesian interval prediction of future records. Test, 12, 79-99.
14. Ahmadi, J., Doostparast, M. and Parsian, A., 2005, Estimation and prediction in a two exponential distribution based on k-record values under LINEX loss function. Communications in Statistics Theory and Methods, 34(4), 795-805.
15. Johnson, N.L., Kotz, S. and Balakrishnan, N., 1995, Continuous Univariate. Distributions, Vol. 2 (2nd edn) (New York: John Wiley).
16. Arnold, B.C., 1983, Pareto Distributions (Maryland: International Co-operative Publishing House, Fairland).
17. Arnold, B.C. and Press, S.J., 1989, Bayesian estimation and prediction for Pareto data. Journal of American Statistical Association, 84, 1079-1084.
18. Berred, A.M., 1998, Prediction of record values. Communication in Statistics Theory and Methods, 27(9), 2221-2240.
19. Basak, P. and Balakrishnan, N., 2003, Maximum likelihood prediction of future record statistic. Mathematical and statistical methods in reliability. In B.H. Lindquist, and K.A. Doksum (Eds) Series on Quality, Reliability and Engineering Statistics, Vol. 7 (Singapore: World Scientific Publishing), pp. 159-175.
20. Madi, M.T. and Raqab, M.Z., 2004, Bayesian prediction of temperature records using the Pareto model. Envirometrics, 15, 1-10.
21. Ahmadi, J. and Doostparast, M., 2006, Bayesian estimation and prediction for some life distributions based on record values. Statistical Papers, 47, 373-392.
22. Raqab, M.Z. and Nagaraja, H.N., 1995, On some predictors of future order statistics. Metron, 53, nos. 1-2, 185-204.
23. Gradshteyn, I.S. and Ryzhik, I.M., 1994, In: A. Jeffrey (Ed.) Table of Integrals Series and Products (5th edn) (San Diego, USA: Academic Press).
24. Maritz, J.L. and Lwin, T., 1989, Empirical Bayes Methods (2nd edn) (London: Chapman & Hall).