Record values from NH distribution and associated inference

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• 作者：S. M. T. K. MirMostafaee ; A. Asgharzadeh ; A. Fallah
• 关键词：Best linear unbiased estimator ; Best linear unbiased predictor ; Incomplete gamma function ; NH distribution ; Record values ; Recurrence relations
• 刊名：METRON
• 出版年：2016
• 出版时间：April 2016
• 年：2016
• 卷：74
• 期：1
• 页码：37-59
• 全文大小：482 KB
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• 作者单位：S. M. T. K. MirMostafaee (1)
  A. Asgharzadeh (1)
  A. Fallah (2)
  
  1. Department of Statistics, Faculty of Mathematical Sciences, University of Mazandaran, P. O. Box 47416-1467, Babolsar, Iran
  2. Department of Statistics, Faculty of Mathematics and Statistics, Payame Noor University, P. O. Box 19395-3697, Tehran, Iran
  
• 刊物主题：Statistics, general; Statistical Theory and Methods;
• 出版者：Springer Milan
• ISSN：2281-695X

文摘

A new extension of exponential distribution, called NH distribution, was recently introduced by Nadarajah and Haghighi (Statistics 45:543–558, 2011). In this paper, we consider the upper record values from this distribution. We obtain exact explicit expressions as well as several recurrence relations for the single and product moments of record values and then we use these results to compute the means, variances and the covariances of the upper record values. We make use of these calculated moments to find the best linear unbiased estimators (BLUEs) of the location and scale parameters of NH distribution. In addition, based on the observed records, we investigate how to obtain best linear unbiased predictor for the future record values. Confidence intervals for the unknown parameters and prediction intervals for future records are also discussed. Finally, we present an example in order to illustrate the inferential results obtained in this paper and compare the BLUEs with maximum likelihood estimators numerically.