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Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/10664

Title: Estimation and prediction from gamma distribution based on record values
Authors: Sultan, KS
Al-Dayian, GR
Mohammad HH
Keywords: Lower record values; Best linear unbiased estimates; Confidence intervals; Pivotal quantity; Probability coverage; Prediction
Issue Date: 2008
Publisher: Source: COMPUTATIONAL STATISTICS & DATA ANALYSIS
Citation: Volume: 52 Issue: 3 Pages: 1430-1440
Abstract: In this paper, we introduce the record values arising from gamma distribution with three parameters. Next, we compute the means, variances and covariances of the lower record values. Then, we use these moments to calculate the best linear unbiased estimates (BLUES) for the location and scale parameters of gamma distribution. By using the BLUES, we construct confidence intervals for the location and scale parameters through Monte Carlo simulations. In addition, we discuss the point and interval prediction for the future records..
URI: http://hdl.handle.net/123456789/10664
Appears in Collections:College of Science

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