Citation
Asgharzadeh, Akbar and Bagheri, S. F. and Ibrahim, Noor Akma and Abu Bakar, Mohd Rizam
(2020)
Optimal confidence regions for the two-parameter exponential distribution based on records.
Computational Statistics, 35.
309 - 326.
ISSN 0943-4062; ESSN:1613-9658
Abstract
In this article, we propose two families of optimal confidence regions for the location and scale parameters of the two-parameter exponential distribution based on upper records. Constrained optimization problems are used to find the smallest-area confidence regions for the exponential parameters with a specified confidence level. Optimal prediction interval for the future records is also proposed. Two numerical examples as well as a simulation study, are presented for illustrative purposes. It is shown that the reduction in area of the optimal joint confidence region with respect to the existing confidence regions is substantial.
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Official URL or Download Paper: https://link.springer.com/article/10.1007/s00180-0...
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science Institute for Mathematical Research |
| DOI Number: | https://doi.org/10.1007/s00180-019-00914-x |
| Publisher: | Springer |
| Keywords: | Constrained optimization; Lagrangian method; Joint confidence regions |
| Depositing User: | Mohamad Jefri Mohamed Fauzi |
| Date Deposited: | 10 Jan 2022 07:26 |
| Last Modified: | 10 Jan 2022 07:26 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1007/s00180-019-00914-x |
| URI: | http://psasir.upm.edu.my/id/eprint/86992 |
| Statistic Details: | View Download Statistic |
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