Statistical inference for the geometric distribution based on δ-records
Author
dc.contributor.author
Gouet Bañares, Raúl
es_CL
Author
dc.contributor.author
López, F. Javier
es_CL
Author
dc.contributor.author
Maldonado, Lina P.
Author
dc.contributor.author
Sanz, Gerardo
es_CL
Admission date
dc.date.accessioned
2014-12-29T20:39:41Z
Available date
dc.date.available
2014-12-29T20:39:41Z
Publication date
dc.date.issued
2014
Cita de ítem
dc.identifier.citation
Computational Statistics and Data Analysis 78 (2014) 21–32
en_US
Identifier
dc.identifier.other
dx.doi.org/10.1016/j.csda.2014.04.002
Identifier
dc.identifier.uri
https://repositorio.uchile.cl/handle/2250/126834
General note
dc.description
Artículo de publicación ISI
en_US
Abstract
dc.description.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.
en_US
Patrocinador
dc.description.sponsorship
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.