Statistical inference for the geometric distribution based on δ-records

Raúl Gouet, F. Javier López, Lina P. Maldonado and Gerardo Sanz

Computational Statistics & Data Analysis, 2014, vol. 78, issue C, 21-32

Abstract: New inferential procedures for the geometric distribution, based on δ-records, are developed. Maximum likelihood and Bayesian approaches for parameter estimation and prediction of future records are considered. The performance of the estimators is compared with those based solely on record-breaking data by means of Monte Carlo simulations, concluding that the use of δ-records is clearly advantageous. An example using real data is also discussed.

Keywords: δ-records; Geometric distribution; Maximum likelihood estimation; Bayes estimation; Empirical Bayes; Maximum likelihood prediction; Bayes prediction (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:78:y:2014:i:c:p:21-32

DOI: 10.1016/j.csda.2014.04.002

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