|
DSpace at King Saud University >
King Saud University >
COLLEGES >
Science Colleges >
College of Science >
College of Science >
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
|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.
|
