دورية أكاديمية

Exact Interval Inference for the Two-Parameter Rayleigh Distribution Based on the Upper Record Values

التفاصيل البيبلوغرافية
العنوان: Exact Interval Inference for the Two-Parameter Rayleigh Distribution Based on the Upper Record Values
المؤلفون: Jung-In Seo, Jae-Woo Jeon, Suk-Bok Kang
المصدر: Journal of Probability and Statistics, Vol 2016 (2016)
بيانات النشر: Hindawi Limited, 2016.
سنة النشر: 2016
المجموعة: LCC:Probabilities. Mathematical statistics
مصطلحات موضوعية: Probabilities. Mathematical statistics, QA273-280
الوصف: The maximum likelihood method is the most widely used estimation method. On the other hand, it can produce substantial bias, and an approximate confidence interval based on the maximum likelihood estimator cannot be valid when the sample size is small. Because the sizes of the record values are considerably smaller than the original sequence observed in the majority of cases, a method appropriate for this situation is required for precise inference. This paper provides the exact confidence intervals for unknown parameters and exact predictive intervals for the future upper record values by providing some pivotal quantities in the two-parameter Rayleigh distribution based on the upper record values. Finally, the validity of the proposed inference methods was examined from Monte Carlo simulations and real data.
نوع الوثيقة: article
وصف الملف: electronic resource
اللغة: English
تدمد: 1687-952X
1687-9538
Relation: https://doaj.org/toc/1687-952X; https://doaj.org/toc/1687-9538
DOI: 10.1155/2016/8246390
URL الوصول: https://doaj.org/article/85ecc15a78ad4bc0a1bb9b68a839e016
رقم الأكسشن: edsdoj.85ecc15a78ad4bc0a1bb9b68a839e016
قاعدة البيانات: Directory of Open Access Journals
الوصف
تدمد:1687952X
16879538
DOI:10.1155/2016/8246390