Nonparametric prediction intervals for future record intervals based on order statistics

Abstract

In this article, outer and inner prediction intervals for future record intervals as well as record spacings are derived based on observed order statistics from the same parent distribution. These intervals are exact and are distribution-free in that they do not depend on the sampling distribution. Three different cases are considered and in each case an exact explicit expression is obtained for the prediction coefficient. Finally, we compare the obtained results with similar intervals based on records, and also present a numerical example in order to illustrate the derived results.