Research Article
On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics
|
International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
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| Volume 132 - Issue 4 |
| Published: December 2015 |
| Authors: M.A.W. Mahmoud, A.A.K. Saleh |
10.5120/ijca2015907430
|
M.A.W. Mahmoud, A.A.K. Saleh . On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics. International Journal of Computer Applications. 132, 4 (December 2015), 44-51. DOI=10.5120/ijca2015907430
@article{ 10.5120/ijca2015907430,
author = { M.A.W. Mahmoud,A.A.K. Saleh },
title = { On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics },
journal = { International Journal of Computer Applications },
year = { 2015 },
volume = { 132 },
number = { 4 },
pages = { 44-51 },
doi = { 10.5120/ijca2015907430 },
publisher = { Foundation of Computer Science (FCS), NY, USA }
}
%0 Journal Article
%D 2015
%A M.A.W. Mahmoud
%A A.A.K. Saleh
%T On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics%T
%J International Journal of Computer Applications
%V 132
%N 4
%P 44-51
%R 10.5120/ijca2015907430
%I Foundation of Computer Science (FCS), NY, USA
Abstract
Bayesian predictive functions for future observations from a generalized Pareto distribution based on generalized order statistics are obtained. Two cases are considered unknown one parameter and unknown two parameters. We also consider two cases fixed sample size and random sample size. The Bayesian predictive functions are specialized to ordinary order statistics, progressive type II censoring and upper record values. Examples are calculated for the lower and the upper bounds for the future observation based on ordinary order statistics, progressive type II censoring and upper record samples.
References
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