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Akbar Asgharzadeh

Akbar Asgharzadeh

Academic rank: Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics University of Mazandaran Babolsar, IRAN
Phone: 011-54302476

Research

Title
Optimal confidence regions for the two-parameter exponential distribution based on records
Type
JournalPaper
Keywords
Constrained optimization · Lagrangian method · Joint confidence regions
Year
2020
Journal COMPUTATIONAL STATISTICS
DOI
Researchers Akbar Asgharzadeh ، S. F. Bagheri ، N. A. Ibrahim ، M. R. Abubakar

Abstract

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.