Interval Estimation of Generalized Inverted Exponential Distribution under Records Data: A Comparison Perspective

Mathematics

Yuhlong Lio¹  Yogesh Mani Tripathi²  Liang Wang³  Huizhong Lin³ 

[1] Department of Mathematical Sciences, University of South Dakota, Vermillion, SD 57069, USA;Department of Mathematics, Indian Institute of Technology Patna, Bihta 801106, India;School of Mathematics, Yunnan Normal University, Kunming 650500, China;

关键词: records;    generalized inverted exponential distribution;    confidence interval;    pivotal quantities;    Monte-Carlo simulation;   

DOI  :  10.3390/math10071047

来源: DOAJ

【 摘 要 】

In this paper, the problem of interval estimation is considered for the parameters of the generalized inverted exponential distribution. Based on upper record values, different pivotal quantities are proposed and the associated exact and generalized confidence intervals are constructed for the unknown model parameters and reliability indices, respectively. For comparison purposes, conventional likelihood based approximate confidence intervals are also provided by using observed Fisher information matrix. Moreover, prediction intervals are also constructed for future records based on proposed pivotal quantities and likelihood procedures as well. Finally, numerical studies are carried out to investigate and compare the performances of the proposed methods and a real data analysis is presented for illustrative purposes.

【 授权许可】

Unknown