Interval estimation of location and scale parameters based on record values

Ping Shing Chan

Statistics & Probability Letters, 1998, vol. 37, issue 1, 49-58

Abstract: A conditional method of inference is used to derive exact confidence intervals for the location, scale and quantiles of location-scale family based on the upper record values. We will also discuss the prediction of the future record based on the current record values. For illustrative purpose, the extreme-value distribution is used to demonstrate the inference procedures. We also present a numerical example.

Keywords: Ancillary; statistic; Conditional; inference; Prediction; Quantile; Record; values (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (3)

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