期刊名称:Journal of Statistical Theory and Applications (JSTA)
电子版ISSN:1538-7887
出版年度:2018
卷号:17
期号:4
页码:686-702
DOI:10.2991/jsta.2018.17.4.10
语种:English
出版社:Atlantis Press
摘要: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.
关键词:Best linear invariant estimators;Best linear unbiased estimators;Lindley distribution;Double moments;Pivotal quantity;Prediction