Statistical inference for the geometric distribution based on δ-records
Statistical-inference-for-the-geometric-distribution-based-on-a-records.pdf (427.3Kb)Abstract
New inferential procedures for the geometric distribution, based on δ-records, are developed.
Maximum likelihood and Bayesian approaches for parameter estimation and prediction
of future records are considered. The performance of the estimators is compared with
those based solely on record-breaking data by means of Monte Carlo simulations, concluding
that the use of δ-records is clearly advantageous. An example using real data is also
discussed.
General note
Artículo de publicación ISI
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Support is thankfully acknowledged
from project PFB-03-CMM, FONDECYT grant 1120408 and MINECO project MTM2010-15972. The third author
gratefully acknowledges support from a Gran Mariscal de Ayacucho Foundation grant (Venezuela) E-228-239-2007-1.
Identifier
URI: https://repositorio.uchile.cl/handle/2250/126834
DOI: dx.doi.org/10.1016/j.csda.2014.04.002
Quote Item
Computational Statistics and Data Analysis 78 (2014) 21–32
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