Asymptotic Predictive Inference of Negative Lower Tail Index Distributions
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Amany E. Aly
ABSTRACT
In this paper, the results of El-Adll et al. [Asymptotic prediction for future observations of a random sample of unknown continuous distribution, Complexity 2022 (2022), Art. ID 4073799], are extended to the lower negative tail index distributions. Three distinct estimators of the lower negative tail index are proposed, as well as an asymptotic confidence interval. Moreover, different asymptotic predictive intervals for future observations are constructed for distributions attracted to the lower extreme value distribution with a negative tail index. Furthermore, the asymptotic maximum likelihood estimator (AMLE) of the shape parameter, as well as an asymptotic maximum likelihood predictor (AMLP), are obtained. Finally, extensive simulation studies are conducted to demonstrate the efficiency of the proposed methods.
Acknowledgement.
The author is grateful to Professor Gejza Wimmer and the reviewers for their many valuable comments, which improved the presentation of the paper substantially.
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Articles in the same Issue
- Remembering Professor Štefan Znám, 9.2.1936–17.7.1993
- Chordal and Perfect Zero-Divisor Graphs of Posets and Applications to Graphs Associated with Algebraic Structures
- Enlargements of Quantales
- Multiplicative Dependent Pairs in the Sequence of Padovan Numbers
- Dirichlet Series with Periodic Coefficients, Riemann’s Functional Equation, and Real Zeros of Dirichlet L-Functions
- On the Rational Parametric Solution of Diagonal Quartic Varieties
- Theory of Certain Non-Univalent Analytic Functions
- Initial Coefficients and Fekete-Szegő Inequalities for Functions Related to van der Pol Numbers (VPN)
- A Conjecture on H3(1) for Certain Starlike Functions
- Coefficient Problems of Quasi-Convex Mappings of Type B on the Unit Ball in Complex Banach Spaces
- Complete Monotonicity and Inequalities Involving the k-Gamma and k-Polygamma Functions
- Study of Oscillation Criteria of Odd-Order Differential Equations with Mixed Neutral Terms
- On a System of Difference Equations Defined by the Product of Separable Homogeneous Functions
- On the Existence of Bi-Lipschitz Equivalent Metrics in Semimetric Spaces
- The Lehmann Type II Teissier Distribution
- Asymptotic Predictive Inference of Negative Lower Tail Index Distributions
- On Numerical Problems in Computing Life Annuities Based on the Makeham–Beard Law
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