STATISTICAL INFERENCE OF EXPONENTIAL RECORD DATA UNDER KULLBACK-LEIBLER DIVERGENCE MEASURE

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Statistics in Transition New Series

Polish Statistical Association

Central Statistical Office of Poland

Subject: Economics , Statistics & Probability

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ISSN: 1234-7655
eISSN: 2450-0291

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VOLUME 20 , ISSUE 2 (June 2019) > List of articles

STATISTICAL INFERENCE OF EXPONENTIAL RECORD DATA UNDER KULLBACK-LEIBLER DIVERGENCE MEASURE

Raed r. . Abu Awwad

Keywords : Bayes estimation, Bayes prediction, record values, Kullback-Leibler divergence measure, exponential distribution

Citation Information : Statistics in Transition New Series. Volume 20, Issue 2, Pages 1-14, DOI: https://doi.org/10.21307/stattrans-2019-011

License : (CC BY-NC-ND 4.0)

Published Online: 22-July-2019

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Based on one parameter exponential record data, we conduct statistical inferences (maximum likelihood estimator and Bayesian estimator) for the suggested model parameter. Our second aim is to predict the future (unobserved) records and to construct their corresponding prediction intervals based on observed set of records. In the estimation and prediction processes, we consider the square error loss and the Kullback-Leibler loss functions. Numerical simulations were conducted to evaluate the Bayesian point predictor for the future records. Finally, data analyses involving the times (in minutes) to breakdown of an insulating fluid between electrodes at voltage 34 kv have been performed to show the performance of the methods thus developed on estimation and prediction.

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