Optimal confidence regions for the two-parameter exponential distribution based on records
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 parameters wi...
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my.upm.eprints.869922022-01-10T07:26:08Z http://psasir.upm.edu.my/id/eprint/86992/ Optimal confidence regions for the two-parameter exponential distribution based on records Asgharzadeh, Akbar Bagheri, S. F. Ibrahim, Noor Akma Abu Bakar, Mohd Rizam 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 parameters with 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. Springer 2020-07-18 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/86992/1/Optimal%20confidence%20regions%20for%20the%20two.pdf Asgharzadeh, Akbar and Bagheri, S. F. and Ibrahim, Noor Akma and Abu Bakar, Mohd Rizam (2020) Optimal confidence regions for the two-parameter exponential distribution based on records. Computational Statistics, 35. 309 - 326. ISSN 0943-4062; ESSN:1613-9658 https://link.springer.com/article/10.1007/s00180-019-00914-x 10.1007/s00180-019-00914-x |
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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 parameters with 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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Article |
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Asgharzadeh, Akbar Bagheri, S. F. Ibrahim, Noor Akma Abu Bakar, Mohd Rizam |
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Asgharzadeh, Akbar Bagheri, S. F. Ibrahim, Noor Akma Abu Bakar, Mohd Rizam Optimal confidence regions for the two-parameter exponential distribution based on records |
author_facet |
Asgharzadeh, Akbar Bagheri, S. F. Ibrahim, Noor Akma Abu Bakar, Mohd Rizam |
author_sort |
Asgharzadeh, Akbar |
title |
Optimal confidence regions for the two-parameter exponential distribution based on records |
title_short |
Optimal confidence regions for the two-parameter exponential distribution based on records |
title_full |
Optimal confidence regions for the two-parameter exponential distribution based on records |
title_fullStr |
Optimal confidence regions for the two-parameter exponential distribution based on records |
title_full_unstemmed |
Optimal confidence regions for the two-parameter exponential distribution based on records |
title_sort |
optimal confidence regions for the two-parameter exponential distribution based on records |
publisher |
Springer |
publishDate |
2020 |
url |
http://psasir.upm.edu.my/id/eprint/86992/1/Optimal%20confidence%20regions%20for%20the%20two.pdf http://psasir.upm.edu.my/id/eprint/86992/ https://link.springer.com/article/10.1007/s00180-019-00914-x |
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