Abstract
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
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Communications in Statistics - Simulation and Computation
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
