文章基本信息

标题：Exact Interval Inference for the Two-Parameter Rayleigh Distribution Based on the Upper Record Values
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作者：Jung-In Seo ; Jae-Woo Jeon ; Suk-Bok Kang 等
期刊名称：Journal of Probability and Statistics
印刷版ISSN：1687-952X
电子版ISSN：1687-9538
出版年度：2016
卷号：2016
DOI：10.1155/2016/8246390
出版社：Hindawi Publishing Corporation
摘要：The maximum likelihood method is the most widely used estimation method. On the other hand, it can produce substantial bias, and an approximate confidence interval based on the maximum likelihood estimator cannot be valid when the sample size is small. Because the sizes of the record values are considerably smaller than the original sequence observed in the majority of cases, a method appropriate for this situation is required for precise inference. This paper provides the exact confidence intervals for unknown parameters and exact predictive intervals for the future upper record values by providing some pivotal quantities in the two-parameter Rayleigh distribution based on the upper record values. Finally, the validity of the proposed inference methods was examined from Monte Carlo simulations and real data.