期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2016
卷号：15
期号：4
页码：347-368
DOI：10.2991/jsta.2016.15.4.3
语种：English
出版社：Atlantis Press
摘要：Based on record data, prediction of the future records from the two-parameter Weibull distribution is studied. First we consider the sampling based procedure to compute the Bayes estimates and also to construct symmetric credible intervals. Secondly, we consider one-sequence and two-sequence Bayes prediction of the future records based on some observed records. The Monte Carlo algorithms are used to compute simulation consistent predictors and prediction intervals for future unobserved records. A numerical simulation study is conducted to compare the different methods and a real data set involving the annual rainfall recorded at Los Angeles Civic Center during 132 years is analyzed to illustrate the procedures developed here.
关键词：Weibull distribution; record values; Bayes estimation; Bayes prediction; Monte Carlo samples.
