On the Weibull Record Statistics and Associated Inferences

Mahdi Teimouri and Arjun K. Gupta
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Mahdi Teimouri: Department of Statistics, Faculty of Science, Gonbad Kavous University - Iran
Arjun K. Gupta: Department of Mathematics and Statistics, Bowling Green State University, Ohio - USA

Statistica, 2012, vol. 72, issue 2, 145-162

Abstract: On the basis of some characteristics such as quantile function and skewness coefficient of th upper/lower record of a given absolutely continuous distribution, as well as a confidence interval for th upper/lower record statistic of a two-parameter Weibull model, a point estimator for shape parameter of this family also is given. Furthermore, behavior of the skewness coefficient of th upper/lower record statistic of this family is discussed. Tabulation of the confidence interval of the th upper/lower record statistics of this family for some levels of confidence and parameters is useful for predicting the future nth upper/lower record. The performance of the given shape estimator is measured through a simulated data set comparison with the maximum likelihood estimation. Also, skewness analysis of the th upper/lower record statistic is useful for estimating the th upper/lower record statistic of this family as it will be discussed.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:72:y:2012:i:2:p:145-162

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