Home Mathematics Prediction of the exponential fractional upper record-values
Article
Licensed
Unlicensed Requires Authentication

Prediction of the exponential fractional upper record-values

  • Amany E. Aly
Published/Copyright: March 28, 2022
Become an author with De Gruyter Brill

Abstract

In this paper, two linear predictors of the fractional kth upper record-value based on two-parameter exponential distribution are proposed. Moreover, a free scale-location predictive interval is constructed for the future fractional kth upper record-value. The prediction results are formulated in a general set-up relying on two fractional kth upper record-values. Some important distributional properties for each point predictor are revealed. Furthermore, the mean square error and Pitman’s measure of closeness are used to compare the point predictors. Finally, a simulation study is carried out and a real data set is analyzed to explore the efficiency of the suggested methods.

Acknowledgement

The author is grateful to Professor Gejza Wimmer and the referees for their many valuable comments which improve the presentation of the paper substantially.

  1. (Communicated by Gejza Wimmer )

References

[1] Ahsanullah, M.: Record values and the exponential distribution, Ann. Inst. Stat. Math. 30(A) (1978), 429–433.10.1007/BF02480233Search in Google Scholar

[2] Ahsanullah, M.: Linear prediction of record values for the two parameter exponential distribution, Ann. Inst. Stat. Math. 32(3) (1980), 363–368.10.1007/BF02480340Search in Google Scholar

[3] Ahsanullah, M.: Record Values-Theory and Applications, University Press of America, 2004.Search in Google Scholar

[4] Al-Hussaini, E. K.—Ahmad, A. A.: On Bayesian interval prediction of future records, Test 12 (2003), 79–99.10.1007/BF02595812Search in Google Scholar

[5] Aly, A. E.: Prediction intervals of future generalized order statistics based on generalized extreme value distribution, ProbStat Forum 8 (2015), 148–156.Search in Google Scholar

[6] Aly, A. E.: Prediction and reconstruction of future and missing unobservable modified Weibull lifetime based on generalized order statistics, J. Egyptian Math. Soc. 24 (2016), 309–318.10.1016/j.joems.2015.04.002Search in Google Scholar

[7] Aly, A. E.—Barakat, H. M.—El-Adll, M. E.: Prediction intervals of the record-values process, Revstat Stat. J. 17(3) (2019), 401–427.Search in Google Scholar

[8] Arnold, B. C.—Balakrishnan, N.—Nagaraja, H. N. Records, John Wiley & Sons, New York, (1998).10.1002/9781118150412Search in Google Scholar

[9] Balakrishnan, N.—Ahsanullah, M.—Chan, P. S.: On the logistic record values and associated inference, J. Appl. Stat. 2 (1995), 233–248.Search in Google Scholar

[10] Balakrishnan, N.—Davies, K. F.—Keating, J. P.—Mason, R. L.: Pitman closeness of best linear unbiased and invariant predictors for exponential distribution in one- and two-sample situations, Comm. Statist. Theory Methods 41(1) (2012), 1–15.10.1080/03610920903537301Search in Google Scholar

[11] Barakat, H. M.—El-Adll, M. E.—Aly, A. E.: Exact prediction intervals for future exponential lifetime based on random generalized order statistics. Comput. Math. Appl. 61(5) (2011), 1366–1378.10.1016/j.camwa.2011.01.002Search in Google Scholar

[12] Barakat, H. M.—El-Adll, M. E.—Aly, A. E.: Prediction intervals of future observations for a sample of random size from any continuous distribution, Math. Comput. Simulation 97 (2014), 1–13.10.1016/j.matcom.2013.06.007Search in Google Scholar

[13] Barakat, H. M.—Nigm, E. M.—Aldallal, R. A.: Current records and record range with some applications, J. Korean Statist. Soc. 43 (2014), 263–273.10.1016/j.jkss.2013.09.004Search in Google Scholar

[14] Barakat, H. M.—Nigm, E. M.—Aldallal, R. A.: Exact prediction intervals for future current records and record range from any continuous distribution, SORT 38(2) (2014), 251–270.10.1016/j.jkss.2013.09.004Search in Google Scholar

[15] Barakat, H. M.—Khaled, O. M.—Ghonem, H. A.: Prediction for future data from any continuous distribution. PredictionR. CRAN-R. Institute for Statistics and Mathematics, 2018; https://CRAN.R-project.org/package=PredictionR.Search in Google Scholar

[16] Barakat, H. M.—Nigm, E. M.—El-Adll, M. E.—Yusuf, M.: Prediction of future exponential lifetime based on random number of generalized order statistics under a general set-up, Statist. Papers 59(2) (2018), 605–631.10.1007/s00362-016-0779-2Search in Google Scholar

[17] Barakat, H. M.—Abd Elgawad, M. A.: Asymptotic behavior of the record values in a stationary Gaussian sequence with applications, Math. Slovaca 69(3) (2019), 707–720.10.1515/ms-2017-0259Search in Google Scholar

[18] Barakat, H. M.—Harpy, M. H.: Asymptotic behavior of the records of multivariate random sequences in a norm sense, Math. Slovaca 70(6)(2020), 1457–1468.10.1515/ms-2017-0442Search in Google Scholar

[19] Barakat, H. M.—El-Adll, M. E.—Aly, A. E.: Two-sample nonparametric prediction intervals based on random number of generalized order statistics, Comm. Statist. Theory Methods 50(19) (2021), 4571–4586.10.1080/03610926.2020.1719421Search in Google Scholar

[20] Barakat, H. M.—Khaled, O. M.—Ghonem, H. A.: Predicting future lifetime for mixture exponential distribution, Comm. Statist. Simulation Comput. (2020); https://doi.org/10.1080/03610918.2020.1715434.Search in Google Scholar

[21] Barakat, H. M.—Khaled, O. M.—Ghonem, H. A.: New method for prediction of future order statistics, Qual. Technol. Quant. Manag. 18(1) (2021), 101–116.10.1080/16843703.2020.1782087Search in Google Scholar

[22] Basak, P.—Balakrishnan, N.: Maximum likelihood prediction of future record statistic. In: Mathematical and Statistical Methods in Reliability (B. Lindqvist, K. Doksum, eds.), Chap. 11. World Scientific Publishing, Singapore, (2003), 159–175.10.1142/9789812795250_0011Search in Google Scholar

[23] Berred, A. M.: Prediction of record values, Comm. Statist. Theory Methods 27 (1998), 2221–2240.10.1080/03610929808832224Search in Google Scholar

[24] Bieniek, M.—Szynal, D.: On the fractional record values, Probab. Math. Statist. 24(1) (2004), 27–46.Search in Google Scholar

[25] Chandler, K.: The distribution and frequency of record values, J. R. Stat. Soc. Ser. B. Stat. Methodol. (1952), 220–228.10.1111/j.2517-6161.1952.tb00115.xSearch in Google Scholar

[26] Doganakso, N.—Balakrishnan, N.: A useful property of best linear unbiased prediction with applications to life testing, Amer. Statist. 51 (1997), 22–28.10.1080/00031305.1997.10473581Search in Google Scholar

[27] Dunsmore, I. R.: The future occurrence of records, Ann. Inst. Stat. Math. 35 (1983), 267–277.10.1007/BF02480982Search in Google Scholar

[28] Dziubdziela, W.—Kopocinski, B.: Limiting properties of the k-th record value, Appl. Math. 15 (1976), 187–190.10.4064/am-15-2-187-190Search in Google Scholar

[29] El-Adll, M. E.: Predicting future lifetime based on random number of three parameters Weibull distribution, Math. Comput. Simul. 81 (2011), 1842–1854.10.1016/j.matcom.2011.02.003Search in Google Scholar

[30] El-Adll, M. E.—Ateya, S. F.—Rizk, M. M.: Prediction intervals for future lifetime of three parameters Weibull observations based on generalized order statistics, Arab. J. Math. 1(3) (2012), 295–304.10.1007/s40065-012-0004-7Search in Google Scholar

[31] El-Adll, M. E.—Aly, A. E.: Prediction intervals for future observations of Pareto distribution based on generalized order statistics, J. Appl. Stat. Sci. 22(1–2) (2016), 111–125.Search in Google Scholar

[32] El-Adll, M. E.: Inference for the two-parameter exponential distribution with generalized order statistics, Math. Popul. Stud. 28(1) (2021), 1–23.10.1080/08898480.2019.1681187Search in Google Scholar

[33] Geisser, S.: Predictive Inference: An Introduction, Chapman and Hall, London, 1993.10.1007/978-1-4899-4467-2Search in Google Scholar

[34] Gradshteyn I. S.—Ryzhik, I. M.: Table of Integrals, Series, and Products. New York: Academic Press, 2007.Search in Google Scholar

[35] Gulati, S.—Padgett, W. J.: Parametric and Nonparametric Inference from Record-breaking Data, Springer-Verlag, New York, 2003.10.1007/978-0-387-21549-5Search in Google Scholar

[36] Kaminsky, K. S.—Nelson, P. I.: Best linear unbiased prediction of order statistics in location and scale families, J. Amer. Statist. Assoc. 70(349) (1975), 145–150.10.1080/01621459.1975.10480275Search in Google Scholar

[37] Kaminsky, K. S.—Rhodin, L. S.: Maximum likelihood prediction, Ann. Inst. Stat. Math. 37 (1985), 507–517.10.1007/BF02481119Search in Google Scholar

[38] Kaminsky, K. S.—Nelson, P. I.: Prediction of order statistics. In: Handbook of Statistics 17 (N. Balakrishnan, C. R. Rao, eds.), North Holland, Amsterdam, 1998, 431–450.10.1016/S0169-7161(98)17017-7Search in Google Scholar

[39] Keating, J. P.—Mason, R. L.—Sen, P. K.: Pitman’s Measure of Closeness: A Comparison of Statistical Estimators. SIAM, Philadelphia, Society for Industrial and Applied Mathematics, 1993.10.1137/1.9781611971576Search in Google Scholar

[40] Klar, B.: A note on gamma difference distributions, J. Stat. Comput. Simul. 85(18) (2015), 3708–3715.10.1080/00949655.2014.996566Search in Google Scholar

[41] Lalitha, S.—Kumar, N.: Multiple outlier test for upper outliers in an exponential sample, J. Appl. Stat. 39(6) (2012), 1323–1330.10.1080/02664763.2011.645158Search in Google Scholar

[42] Lawless, J. F.: A prediction problem concerning samples from the exponential distribution with applications in life testing, Technometrics 13 (1971), 725–730.10.1080/00401706.1971.10488844Search in Google Scholar

[43] Lee, E. T.—Wang, J. W.: Statistical Methods for Survival Data Analysis, Third Edition, John Wiley & Sons, 2003.10.1002/0471458546Search in Google Scholar

[44] Lingappaiah, G. S.: Prediction in exponential life testing, Canad. J. Statist. 1 (1973), 113–117.10.2307/3314650.oSearch in Google Scholar

[45] Nagaraja, H. N.: Asymptotic linear prediction of extreme order statistics, Ann. Inst. Stat. Math. 36 (1984), 289–299.10.1007/BF02481971Search in Google Scholar

[46] Nagaraja, H. N.: Comparison of estimators and predictors from two-parameter exponential distribution, Sankhya Ser. B 48 (1986), 10–18.Search in Google Scholar

[47] Nagaraja, H. N.: Record values and related statistics a review, Commun. Stat. Theory Methods 17 (1988), 2223–2238.10.1080/03610928808829743Search in Google Scholar

[48] Nagaraja, H. N.: Prediction problems. In: The Exponential Distribution: Theory and Application (N. Balakrishnan, A. P. Basu, eds.), Gordon and Breach, New York, 1995, pp. 139–163.10.1201/9780203756348-9Search in Google Scholar

[49] Nevzorov, V. B. Records: Mathematical Theory. Transl. Math. Monogr., Amer. Math. Soc., Providence, R. I., 2001.Search in Google Scholar

[50] Pitman, E. J. G.—Wishart, J. The “closest” estimates of statistical parameters, Math. Proc. Cambridge Philos. Soc. 33(2) (1937), 212–222.10.1017/S0305004100019563Search in Google Scholar

[51] Raqab, M.—Balakrishnan, N. Prediction intervals for future records, Statist. Probab. Lett. 78(13) (2008), 1955–1963.10.1016/j.spl.2008.01.064Search in Google Scholar

[52] Raqab, Z. M.—Alkhalfan, A. L.—Balakrishnan, N. Pitman comparisons of predictors of censored observations from progressively censored samples for exponential distribution, J. Stat. Comput. Simul. 86(8) (2016), 1539–1558.10.1080/00949655.2015.1071820Search in Google Scholar

[53] Stigler, M. S. Fractional order statistics, with applictations, J. Amer. Statist. Assoc. 72 (1977), 544–550.10.1080/01621459.1977.10480611Search in Google Scholar

[54] Sultan, K. S.—Abd Ellah, A. H. Exact prediction intervals for exponential lifetime based on random sample size, Int. J. Comput. Math. 83(12) (2006), 867–878.10.1080/00207160601117222Search in Google Scholar

Received: 2021-01-21
Accepted: 2021-05-04
Published Online: 2022-03-28
Published in Print: 2022-04-26

© 2022 Mathematical Institute Slovak Academy of Sciences

Downloaded on 14.12.2025 from https://www.degruyterbrill.com/document/doi/10.1515/ms-2022-0032/html
Scroll to top button