Estimation and prediction based on k-record values from normal distribution
DOI:
https://doi.org/10.6092/issn.1973-2201/4495Keywords:
k-record values, normal distribution, best linear unbiased estimation, best linear unbiased predictionAbstract
In this paper, we introduce the k-record values arising from normal distribution. After computing the means, variances and covariances of the k-record values, we determine the best linear unbiased estimators for the location and scale parameters of normal distribution based on k-record values. The best linear unbiased predictor of future k-record values is also determined. Finally, a real data is given to illustrate the inference procedures developed in this paper.
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