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. |
