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On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics

by M.A.W. Mahmoud, A.A.K. Saleh
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International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
Volume 132 - Number 4
Year of Publication: 2015
Authors: M.A.W. Mahmoud, A.A.K. Saleh
10.5120/ijca2015907430

M.A.W. Mahmoud, A.A.K. Saleh . On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics. International Journal of Computer Applications. 132, 4 ( December 2015), 44-51. DOI=10.5120/ijca2015907430

@article{ 10.5120/ijca2015907430,
author = { M.A.W. Mahmoud, A.A.K. Saleh },
title = { On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics },
journal = { International Journal of Computer Applications },
issue_date = { December 2015 },
volume = { 132 },
number = { 4 },
month = { December },
year = { 2015 },
issn = { 0975-8887 },
pages = { 44-51 },
numpages = {9},
url = { https://ijcaonline.org/archives/volume132/number4/23586-2015907430/ },
doi = { 10.5120/ijca2015907430 },
publisher = {Foundation of Computer Science (FCS), NY, USA},
address = {New York, USA}
}
%0 Journal Article
%1 2024-02-06T23:28:18.122946+05:30
%A M.A.W. Mahmoud
%A A.A.K. Saleh
%T On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics
%J International Journal of Computer Applications
%@ 0975-8887
%V 132
%N 4
%P 44-51
%D 2015
%I Foundation of Computer Science (FCS), NY, USA
Abstract

Bayesian predictive functions for future observations from a generalized Pareto distribution based on generalized order statistics are obtained. Two cases are considered unknown one parameter and unknown two parameters. We also consider two cases fixed sample size and random sample size. The Bayesian predictive functions are specialized to ordinary order statistics, progressive type II censoring and upper record values. Examples are calculated for the lower and the upper bounds for the future observation based on ordinary order statistics, progressive type II censoring and upper record samples.

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Index Terms

Computer Science
Information Sciences

Keywords

Bayesian prediction generalized order statistics generalized Pareto distribution ordinary order statistics predictive function random sample size.

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