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Persistent link: https://www.econbiz.de/10010947582
In this note, we discuss the record values arising from a normal N([mu], [delta]2) distribution. After computing the means, variances and covariances of the record values, we determine the best linear unbiased estimators (BLUEs) of [mu] and [delta] based on the first n record values. Using these...
Persistent link: https://www.econbiz.de/10005313875
Let X1:2, X2:2 be the order statistics of a sample of size two from an absolutely continuous distribution F with finite variance. In this note, we show that the upper bound for Cov(X1:2, X2:2) (and the associated characterization of the uniform distribution) established recently by Papathanasiou...
Persistent link: https://www.econbiz.de/10005313902
A hybrid censoring is a mixture of Type I and II censoring. Type I and Type II hybrid censoring models are considered in this work. When n items are placed on a life-test, the experiment terminates under the Type I (Type II) hybrid censoring when either the r-th failure (1=r=n) or the...
Persistent link: https://www.econbiz.de/10005313961
In a sequence of independent and identically distributed (iid) random variables, the kth largest (smallest) observation in a partial sample is well-known as the upper (lower) k-record value, when its value is greater (smaller) than the corresponding observation in the previous partial sample. In...
Persistent link: https://www.econbiz.de/10005314085
We discuss here a new class of skew-Cauchy distributions, which is related to Azzalini's [1985. A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178] skew-normal distribution denoted by Z[lambda]~SN([lambda]). A random variable W[lambda] is said to have a...
Persistent link: https://www.econbiz.de/10005211869
Sen [1970. A note on order statistics for heterogeneous distributions. Ann. Math. Statist. 41, 2137-2139] derived some inequalities for distributions of order statistics from independent and non-identically distributed (INID) random variables. For this purpose, he used Hoeffding's [1956. On the...
Persistent link: https://www.econbiz.de/10005211896
Let N have a Poisson distribution with parameter [lambda]0, and let U1,U2,... be a sequence of independent standard uniform variables, independent of N. Then the random sum , where IA is an indicator of the set A, is a Poisson process on [0,1]. Replacing N by its weighted version Nw, we obtain...
Persistent link: https://www.econbiz.de/10005319205
The Fisher information contained in records, weak records and numbers of records are discussed in this paper. In the case when the initial distribution belongs to the exponential family, the Fisher information contained in record values as well as in record values and record times are found...
Persistent link: https://www.econbiz.de/10005319400
A simple method is presented for improving Hartley-David-Gumbel's universal bound for the mean of extreme order statistics.
Persistent link: https://www.econbiz.de/10005319531