淡江大學機構典藏:Item 987654321/108423
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    题名: Prediction Interval of Future Waiting Times of the Exponential Distribution under Multiply Type II Censoring
    作者: Shu-Fei Wu
    关键词: Multiply type II censored sample;Exponential distribution;General weighted moments estimator;Prediction interval
    日期: 2016-09
    上传时间: 2016-11-25 02:11:03 (UTC+8)
    出版者: ICIC International
    摘要: Wu (2015) proposed the general weighted moments estimators (GWMEs) of the scale parameter of the one-parameter exponential distribution based on a multiply type II censored sample and claimed that the proposed estimator outperforms the other 14 estimators in terms of the exact mean squared errors (MSEs) in most cases. We (2015) used the GWMEs to construct the pivotal quantities to construct the prediction intervals for future observations. In practice, users also want to know the waiting times between two consecutive future observations. Therefore, in this paper we propose the prediction interval for future waiting times or interarrival time. One real life example is given to illustrate the prediction intervals based on GWMEs.
    關聯: ICIC Express Letters 10(9), p.2115-2119
    DOI: 10.24507/icicel.10.09.2115
    10.24507/icicel.10.09.2115
    显示于类别:[統計學系暨研究所] 期刊論文

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