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Inference and prediction for a generalized exponential distribution based on the k-TH lower records
Artykuł w czasopiśmie
Status: | |
Autorzy: | Malinowska Iwona, Szynal Dominik |
Rok wydania: | 2009 |
Wersja dokumentu: | Drukowana | Elektroniczna |
Język: | angielski |
Numer czasopisma: | 2 |
Wolumen/Tom: | 52 |
Strony: | 211 - 227 |
Efekt badań statutowych | NIE |
Materiał konferencyjny: | NIE |
Publikacja OA: | NIE |
Abstrakty: | angielski |
The minimum variance unbiased estimator (MVU estimator), the maximum likelihood estimator (ML estimator) and the Bayesian estimator for the parameter of the generalized exponential distribution are obtained based on k-th lower record values. The Bayes estimators are obtained using the symmetric loss functions: squared error, squared log error and Kullback-Leibler divergence type loss functions (KLD), and the asymmetric loss functions: LINEX, General Entropy and Modified General Entropy (MGE) loss functions. Interval prediction for future k-th lower record values is also presented from a Bayesian point of view. Numerical computations are given to illustrate these procedures. |