Prediction Intervals of Future Generalized Order Statistics Based on Generalized Extreme Value Distribution
نویسنده
چکیده
In this paper, three prediction intervals of future generalized order statistics (gos) based on generalized extreme value distribution (GEVD) are constructed. For this purpose, three predictive pivotal quantities are considered, and their exact distributions are established. A Monte Carlo simulation study is carried out to explore the efficiency of the proposed method. The obtained results are then applied to real data for illustrative purposes.
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