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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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 -