On the normal record values and associated inference

N. Balakrishnan and P. S. Chan

Statistics & Probability Letters, 1998, vol. 39, issue 1, 73-80

Abstract: In this note, we discuss the record values arising from a normal N([mu], [delta]2) distribution. After computing the means, variances and covariances of the record values, we determine the best linear unbiased estimators (BLUEs) of [mu] and [delta] based on the first n record values. Using these BLUEs, we then develop a prediction interval for a future record value and also propose a test for spuriosity of a current record value. Finally, we present an illustrative example to explain the inference procedures developed in this note.

Keywords: Upper; record; values; Lower; record; values; Best; linear; unbiased; estimators; Prediction; intervals; Test; for; spuriosity (search for similar items in EconPapers)
Date: 1998
References: View complete reference list from CitEc
Citations: View citations in EconPapers (10)

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