Abstract
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.
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