1403/03/31
سیدمحمدتقی کامل میرمصطفائی

سیدمحمدتقی کامل میرمصطفائی

مرتبه علمی: دانشیار
ارکید: https://orcid.org/0000-0003-2796-4427
تحصیلات: دکترای تخصصی
اسکاپوس:
دانشکده: دانشکده علوم ریاضی
نشانی:
تلفن: 01135302428

مشخصات پژوهش

عنوان
Exact prediction intervals for order statistics from the Laplace distribution based on the maximum-likelihood estimators
نوع پژوهش
JournalPaper
کلیدواژه‌ها
Laplace distribution, exact prediction intervals, predictive likelihood function, maximumlikelihood estimators, ratios of linear combinations of exponential random variables
سال
2014
مجله STATISTICS
شناسه DOI
پژوهشگران George Iliopoulos ، S.M.T.K. MirMostafaee

چکیده

In this work we construct exact prediction intervals for order statistics from the Laplace (double exponential) distribution. We consider both the one- and two-sample prediction cases. The intervals are based on certain pivotal quantities that employ the corresponding maximum-likelihood predictors and the predictive maximum-likelihood estimators of the unknown parameters. Similar to Iliopoulos and Balakrishnan [Exact likelihood inference for Laplace distribution based on Type-II censored samples. J. Statist. Plann. Inference. 2011;141:1224–1239], we express the distributions of the pivotal quantities as mixtures of ratios of linear combinations of independent standard exponential random variables. Since these distributions are in closed form we solve numerically the corresponding equations and obtain their exact quantiles. Tables containing selected quantiles of the pivotal quantities are provided. Numerical examples are also given for illustration purposes.