One- and two-sided prediction intervals for future Pareto record values with applications
Abstract Based on upper record values in a series of observations over time from a Pareto distribution, an exact and several approximate one-sided and two-sided prediction intervals for the next record value (or for another future record value) to appear are studied and compared by means of an exten...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2025-05-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/s44199-025-00119-w |
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