Inference for confidence sets of the generalized inverted exponential distribution under k-record values

Based on the k-record values, confidence sets are explored for the parameters of the generalized inverted exponential distribution. Series of exact balanced confidence intervals and exact confidence regions are constructed using pivotal quantities. In order to obtain minimum-size confidence sets, co...

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Bibliographic Details
Published inJournal of computational and applied mathematics Vol. 380; p. 112969
Main Authors Wang, Liang, Tripathi, Yogesh Mani, Wu, Shuo-Jye, Zhang, Meng
Format Journal Article
LanguageEnglish
Published Elsevier B.V 15.12.2020
Subjects
[formula omitted]-records
Generalized inverted exponential distribution
Nonlinear programming
Optimal confidence sets
Pivotal quantities
Generalized inverted exponential distribution
62N01
Optimal confidence sets
k-records
62F10
Nonlinear programming
Pivotal quantities
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Summary:Based on the k-record values, confidence sets are explored for the parameters of the generalized inverted exponential distribution. Series of exact balanced confidence intervals and exact confidence regions are constructed using pivotal quantities. In order to obtain minimum-size confidence sets, constrained optimization problems are also discussed, and the associated nonlinear programming procedures are established by minimizing Lagrangian functions. Shortest-length confidence intervals and smallest-area confidence regions for the unknown parameters can be obtained by simultaneously solving nonlinear system. Finally, two real data examples and a simulation study are provided for illustrative purposes.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2020.112969