共 21 条
- [21] REVIEW OF STATISTICS OF EXTREME VALUES WITH APPLICATIONS TO AIR-QUALITY DATA .2. APPLICATIONS[J]. JOURNAL OF THE AIR POLLUTION CONTROL ASSOCIATION, 1979, 29 (07): : 733 - 740ROBERTS, EM
On the normal record values and associated inference
被引：43
作者：
Balakrishnan, N
Chan, PS
机构：
[1] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada
[2] Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong
关键词：
upper record values;
lower record values;
best linear unbiased estimators;
prediction intervals;
test for spuriosity;
D O I：
10.1016/S0167-7152(98)00048-0
中图分类号：
O21 [概率论与数理统计];
C8 [统计学];
学科分类号：
020208 ;
070103 ;
0714 ;
摘要：
In this note, we discuss the record values arising from a normal N(mu,sigma(2)) distribution. After computing the means, variances and covariances of the record values, we determine the best linear unbiased estimators (BLUEs) of mu and sigma based on the first n record values. Using these BLUEs, we then develop a prediction interval for a future record value and also propose a test for spuriosity of a current record value. Finally, we present an illustrative example to explain the inference procedures developed in this note. (C) 1998 Elsevier Science B.V. All rights reserved.
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页码：73 / 80
页数：8
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