Best Linear Unbiased and Invariant Reconstructors for the Past Records
Bulletin of the Malaysian Mathematical Society, Tome 37 (2014) no. 4
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The best linear unbiased reconstructor and the best linear invariant reconstructor of the past upper records based on observed upper record values for the location--scale family of distributions are derived. The results are obtained in detail for two-parameter exponential distribution. A comparison study is performed in terms of mean squared reconstruction error and Pitman's measure of closeness criteria. Finally, a real example is given to illustrate the proposed procedures.
Classification :
62G30 (62N99)
B. Khatib; Jafar Ahmadi. Best Linear Unbiased and Invariant Reconstructors for the Past Records. Bulletin of the Malaysian Mathematical Society, Tome 37 (2014) no. 4. http://geodesic.mathdoc.fr/item/BMMS_2014_37_4_a8/
@article{BMMS_2014_37_4_a8,
author = {B. Khatib and Jafar Ahmadi},
title = {Best {Linear} {Unbiased} and {Invariant} {Reconstructors} for the {Past} {Records}},
journal = {Bulletin of the Malaysian Mathematical Society},
year = {2014},
volume = {37},
number = {4},
url = {http://geodesic.mathdoc.fr/item/BMMS_2014_37_4_a8/}
}