One-sample prediction regions for future record intervals

S.F. Bagheri, A. Asgharzadeh, E. Basiri and A.J. Fernández

Statistics & Probability Letters, 2019, vol. 153, issue C, 15-20

Abstract: The construction of prediction regions for record intervals based on past records in the same sequence is discussed in the exponential case. Balanced and optimal prediction sets based on two suitable pivotal quantities are proposed. A Monte Carlo simulation study and two real life data sets are presented to illustrate and compare the proposed prediction sets.

Keywords: Constrained optimization; Exponential distribution; Prediction region; Record data (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.05.005

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