Point prediction of future order statistics from an exponential distribution

S.M.T.K. MirMostafaee and Jafar Ahmadi

Statistics & Probability Letters, 2011, vol. 81, issue 3, 360-370

Abstract: Two-sample point prediction is considered for a two-parameter exponential distribution. Several point predictors such as the best unbiased predictor, best invariant predictor and maximum likelihood predictor are obtained for future order statistics on the basis of observed record values in two cases: where the location parameter is known and unknown. These predictors are compared in the sense of their mean squared prediction errors. Finally, some numerical results are given to illustrate the proposed procedures.

Keywords: BLIP; BLUP; MLP; MSPE; Record; values (search for similar items in EconPapers)
Date: 2011
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