Journal of Statistical Theory and Applications

Volume 17, Issue 4, December 2018, Pages 686 - 702

On the Lindley Record Values and Associated Inference

Authors
A. Fallah1, A. Asgharzadeh2, *, S.M.T.K. MirMostafaee2
1Department of Statistics, Faculty of Mathematics and Statistics, Payame Noor University, Tehran, Iran
2Department of Statistics, Faculty of Mathematical Sciences, University of Mazandaran, Babolsar, Iran
*

Corresponding author. Email: a.asharzadeh@umz.ac.ir

Received 15 July 2016, Accepted 2 November 2017, Available Online 31 December 2018.
DOI
10.2991/jsta.2018.17.4.10How to use a DOI?
Keywords
Best linear invariant estimators; Best linear unbiased estimators; Lindley distribution; Double moments; Pivotal quantity; Prediction; Record values; Single moments
Abstract

In this paper, we discuss the record values arising from the Lindley distribution. We compute the means, variances and covariances of the record values. These values are used to compute the best linear unbiased estimators (BLUEs) and the best linear invariant estimators (BLIEs) of the location and scale parameters. By using the BLUEs and BLIEs, we construct confidence intervals for the location and scale parameters through Monte Carlo simulations. Prediction for the future records is also discussed.

Copyright
© 2018 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
17 - 4
Pages
686 - 702
Publication Date
2018/12/31
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.2018.17.4.10How to use a DOI?
Copyright
© 2018 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - A. Fallah
AU  - A. Asgharzadeh
AU  - S.M.T.K. MirMostafaee
PY  - 2018
DA  - 2018/12/31
TI  - On the Lindley Record Values and Associated Inference
JO  - Journal of Statistical Theory and Applications
SP  - 686
EP  - 702
VL  - 17
IS  - 4
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2018.17.4.10
DO  - 10.2991/jsta.2018.17.4.10
ID  - Fallah2018
ER  -