Interval prediction of order statistics and record values using concomitants of order statistics and record values for Morgenstern family of distributions

Authors

  • Laji Muraleedharan Department of Statistics, University of Kerala, Trivandrum 695581, India.
  • Manoj Chacko Department of Statistics, University of Kerala, Trivandrum 695581, India.

DOI:

https://doi.org/10.3329/jsr.v56i1.63946

Keywords:

Order Statistics, k-record values, Concomitants of Order Statistics, Concomitants of k-record values, Morgenstern Family of Distributions, Prediction Intervals.

Abstract

In this paper, we discuss the problem of predicting intervals for future order statistics and k-record values based on observed concomitants of order statistics and observed concomitants of k-record values arising from a Morgenstern family of distributions. The coverage probabilities obtained are accurate and independent of the parent distribution. A real data set is also considered to exemplify the proposed methodologies developed in this paper.

Journal of Statistical Research 2022, Vol. 56, No. 1, pp. 55-72

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Published

2023-02-01

How to Cite

Muraleedharan, L., & Chacko, M. . (2023). Interval prediction of order statistics and record values using concomitants of order statistics and record values for Morgenstern family of distributions. Journal of Statistical Research, 56(1), 55–73. https://doi.org/10.3329/jsr.v56i1.63946

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Section

Articles