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

Laji Muraleedharan; Manoj  Chacko

doi:10.3329/jsr.v56i1.63946

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