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

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

M A W Mahmoud and A A K Saleh. Article: On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics. International Journal of Computer Applications 132(4):44-51, December 2015. Published by Foundation of Computer Science (FCS), NY, USA. BibTeX

@article{key:article,
	author = {M.A.W. Mahmoud and A.A.K. Saleh},
	title = {Article: On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics},
	journal = {International Journal of Computer Applications},
	year = {2015},
	volume = {132},
	number = {4},
	pages = {44-51},
	month = {December},
	note = {Published by 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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Keywords

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