Empirical Bayes inference for generalized exponential distributions based on records. (English) Zbl 1213.62014
Summary: Record values can be viewed as order statistics from a sample whose size is determined by the values and the order of occurrence of the observations. Bayes and empirical Bayes estimators for the unknown parameter of the generalized exponential distribution are derived based on record statistics. These estimates are obtained based on squared error and LINEX loss functions. Prediction bounds for future lower record values are obtained by using Bayes and empirical Bayes techniques. A numerical example is given to illustrate the results.
MSC:
| 62C12 | Empirical decision procedures; empirical Bayes procedures |
| 62G32 | Statistics of extreme values; tail inference |
| 62F10 | Point estimation |
| 62F15 | Bayesian inference |
| 62G30 | Order statistics; empirical distribution functions |
| 65C60 | Computational problems in statistics (MSC2010) |
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