Prediction intervals for future records

Mohammad Z. Raqab and N. Balakrishnan

Statistics & Probability Letters, 2008, vol. 78, issue 13, 1955-1963

Abstract: Suppose upper records were observed from a X-sequence of iid continuous random variables, and that another independent Y-sequence of iid variables from the same distribution is to be observed. In this paper, we then derive various exact distribution-free prediction intervals for records from the Y-sequence based on the record values from the X-sequence. Specifically, distribution-free prediction intervals for individual records as well as outer and inner prediction intervals are derived based on X-records, and exact expressions for the coverage probabilities of these intervals are also derived. A data representing the records of temperatures is used to illustrate all the results developed here.

Date: 2008
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Citations: View citations in EconPapers (9)

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