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Details for article 6 of 15 found articles
| Title: |
Exact and adaptive prediction intervals for order statistics |
| Author: |
Ogunyemi, O.T. Nelson, Paul I. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 25 (1996) nr. 4 pages 1057-1074 |
| Year: |
1996 |
| Contents: |
We construct exact prediction intervals for future order statistics based on a random sample from a given family of distributions with unknown location and scale parameters. In the one sample problem, only a specified number of the first order statistics are available. In the two sample problem, predicitons are made for a second independent sample. We also propose an adaptive two stage procedure when the distribution is unknown. First the data are used to select a distribution and then a prediction interval for that distribution is constructed. We show that the adaptive procedure provides protection against model misspecification |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 6 of 15 found articles
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