Abstract

Point prediction of future record values from a sequence of independent and identically distributed Pareto and Lomax random variables is addressed. The focus is on likelihood-based prediction techniques; in particular, the maximum likelihood as well as the maximum observed likelihood prediction principles are invoked to derive predictors. Pitman closeness criterion is used for comparing the prediction procedures, which are applied to real data. Moreover, one-sided prediction intervals are also addressed.

中文翻译：

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根据 Petman 接近度比较未来 Pareto 和 Lomax 记录值的基于可能性的预测因子

摘要

解决了来自一系列独立且同分布的 Pareto 和 Lomax 随机变量的未来记录值的点预测。重点是基于可能性的预测技术；特别是，调用最大似然和最大观察似然预测原理来推导预测变量。皮特曼接近准则用于比较应用于真实数据的预测程序。此外，还解决了单侧预测区间。