عنوان
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Optimal confidence regions for the two-parameter exponential distribution based on records
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نوع پژوهش
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مقاله چاپ شده
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کلیدواژهها
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Constrained optimization · Lagrangian method · Joint confidence regions
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چکیده
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In this article, we propose two families of optimal confidence regions for the location and scale parameters of the two-parameter exponential distribution based on upper records. Constrained optimization problems are used to find the smallest-area confidence regions for the exponential parameterswith a specified confidence level. Optimal prediction interval for the future records is also proposed. Two numerical examples as well as a simulation study, are presented for illustrative purposes. It is shown that the reduction in area of the optimal joint confidence region with respect to the existing confidence regions is substantial.
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پژوهشگران
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محمد ریزام ابوبکر (نفر چهارم)، نور اکما ابراهیم (نفر سوم)، سید فاضل باقری (نفر دوم)، اکبر اصغر زاده (نفر اول)
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