Approximate Prediction Intervals for a Future Observation from the Inverse Gaussian Distribution PDF Download
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Author: W. J. Padgett
Publisher:
ISBN:
Category :
Languages : en
Pages : 18
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Book Description
The problem of predicting, on the basis of an observed sample from an inverse Gaussian distribution, the mean of a future random sample (or a single future observation) from the same distribution is considered. Approximate prediction intervals are proposed, and their accuracy is investigated via extensive Monte Carlo simulations. The results are useful for predicting the next first passage time for a Brownian motion with positive drift or the failure time of an item having inverse Gaussian life distribution. (Author).
Author: W. J. Padgett
Publisher:
ISBN:
Category :
Languages : en
Pages : 18
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Book Description
The problem of predicting, on the basis of an observed sample from an inverse Gaussian distribution, the mean of a future random sample (or a single future observation) from the same distribution is considered. Approximate prediction intervals are proposed, and their accuracy is investigated via extensive Monte Carlo simulations. The results are useful for predicting the next first passage time for a Brownian motion with positive drift or the failure time of an item having inverse Gaussian life distribution. (Author).
Author: W. J. Padgett
Publisher:
ISBN:
Category :
Languages : en
Pages : 12
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Book Description
The problem of predicting, on the basis of an observed sample of size n from an inverse Gaussian distribution, a future observation from the same distribution is discussed. Two prediction intervals that have been proposed in the literature, one of which is an approximate prediction interval, are compared using Monte Carlo simulations. The results indicate that in many of the simulated cases the approximate prediction interval is superior with respect to larger estimated coverage probabilities and smaller estimated mean lengths. This is true in particular for n at least 15 and for 95% and 99%.
Author: V. Seshadri
Publisher: Springer Science & Business Media
ISBN: 1461214564
Category : Mathematics
Languages : en
Pages : 363
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Book Description
This book is written in the hope that it will serve as a companion volume to my first monograph. The first monograph was largely devoted to the probabilistic aspects of the inverse Gaussian law and therefore ignored the statistical issues and related data analyses. Ever since the appearance of the book by Chhikara and Folks, a considerable number of publications in both theory and applications of the inverse Gaussian law have emerged thereby justifying the need for a comprehensive treatment of the issues involved. This book is divided into two sections and fills up the gap updating the material found in the book of Chhikara and Folks. Part I contains seven chapters and covers distribution theory, estimation, significance tests, goodness-of-fit, sequential analysis and compound laws and mixtures. The first part forms the backbone of the theory and wherever possible I have provided illustrative examples for easy assimilation of the theory. The second part is devoted to a wide range of applications from various disciplines. The applied statistician will find numerous instances of examples which pertain to a first passage time situation. It is indeed remarkable that in the fields of life testing, ecology, entomology, health sciences, traffic intensity and management science the inverse Gaussian law plays a dominant role. Real life examples from actuarial science and ecology came to my attention after this project was completed and I found it impossible to include them.
Author: Gerald J. Hahn
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 424
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Book Description
Introduction, basic consepts, and assumptions; Overview of different of statistics intervals; Constructing statistical intervals assuming a normal distribution using simple tabulations; Methods for calculating statistical intervals for a normal distribution; Distribution-free statistical intervals; Statistical intervals for proportions and percentages (Binomial Distribution); Statistical intervals for the number of occurrences (Poisson distribution); Sample size requirements for confidence intervals on population parameters; Sample size requirements for tolerance intervals, tolerance bounds, and demonstration tests; Samplesize requirements for prediction intervals; A review of other statistical intervals; Other methods for setting statistical intervals; Case studies.
Author: Raj Chhikara
Publisher: CRC Press
ISBN: 9780824779979
Category : Mathematics
Languages : en
Pages : 232
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Book Description
This monograph is a compilation of research on the inverse Gaussian distribution. It emphasizes the presentation of the statistical properties, methods, and applications of the two-parameter inverse Gaussian family of distribution. It is useful to statisticians and users of statistical distribution.
Author: Gerald J. Hahn
Publisher: John Wiley & Sons
ISBN: 0470317442
Category : Mathematics
Languages : en
Pages : 423
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Book Description
Presents a detailed exposition of statistical intervals and emphasizes applications in industry. The discussion differentiates at an elementary level among different kinds of statistical intervals and gives instruction with numerous examples and simple math on how to construct such intervals from sample data. This includes confidence intervals to contain a population percentile, confidence intervals on probability of meeting specified threshold value, and prediction intervals to include observation in a future sample. Also has an appendix containing computer subroutines for nonparametric statistical intervals.
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1572
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Book Description
Author: R. Viertl
Publisher: Springer Science & Business Media
ISBN: 1461318858
Category : Mathematics
Languages : en
Pages : 505
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Book Description
This book contains selected and refereed contributions to the "Inter national Symposium on Probability and Bayesian Statistics" which was orga nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria. Since Professor de Finetti died in 1985 the symposium was dedicated to the memory of Bruno de Finetti and took place at Igls near Innsbruck from 23 to 26 September 1986. Some of the pa pers are published especially by the relationship to Bruno de Finetti's scientific work. The evolution of stochastics shows growing importance of probability as coherent assessment of numerical values as degrees of believe in certain events. This is the basis for Bayesian inference in the sense of modern statistics. The contributions in this volume cover a broad spectrum ranging from foundations of probability across psychological aspects of formulating sub jective probability statements, abstract measure theoretical considerations, contributions to theoretical statistics and stochastic processes, to real applications in economics, reliability and hydrology. Also the question is raised if it is necessary to develop new techniques to model and analyze fuzzy observations in samples. The articles are arranged in alphabetical order according to the family name of the first author of each paper to avoid a hierarchical ordering of importance of the different topics. Readers interested in special topics can use the index at the end of the book as guide.
Author: A A Ashour
Publisher: World Scientific
ISBN: 9814491586
Category : Mathematics
Languages : en
Pages : 412
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Book Description
Contents:Millennium Lecture — Cairo, 15 January 2000 (M Atiyah)Trends for Science and Mathematics in the 21st Century (P A Griffiths)Arabic Mathematics and Rewriting the History of Mathematics (R Rashed)The Paradigm Shift in Mathematics Education: A Scenario for Change (W Ebeid)Einstein's Theory of Spacetime and Gravity (J Ehlers)Moduli Problems in Geometry (M S Narasimhan)Enumerative Geometry from the Greeks to Strings (C Procesi)Optical Solitons: Twenty-Seven Years of the Last Millennium and Three More Years of the New? (R K Bullough)Concepts of Non-Smooth Dynamical Systems (T Küpper)Radical Theory: Developments and Trends (R Wiegandt)On Minimal Subgroups of Finite Groups (M Asaad)Totally and Mutually Permutable Products of Finite Groups (A Ballester-Bolinches)Asymptotic Behaviour of Solutions of Evolution Equations (B Basit)On Nonlinear Evolution Equations with Applications (L Debnath)A Robust Layer-Resolving Numerical Method for a Free Convection Problem (J Étienne et al.)Growth Value-Distribution and Zero-Free Regions of Entire Functions and Sections (F F Abi-Khuzam)Three Linear Preserver Problems (A R Sourour)Prediction: Advances and New Research (E K Al-Hussaini)Inference on Parameters of the Laplace Distribution Based on Type-II Censored Samples Using Edgeworth Approximation (N Balakrishnan et al.)Mathematical Models in the Theory of Accelerated Experiments (V Bagdonavicius & M Nikulin)The Vibrations of a Drum with Fractal Boundary (J Fleckinger-Pellé)Intermediate States: Some Nonclassical Properties (M S Abdalla & A-S F Obada)On the Relativistic Two-Body Equation (S R Komy)Singularities in General Relativity and the Origin of Charge (K Buchner)The Inner Geometry of Light Cone in Godel Universe (M Abdel-Megied) Readership: Mathematicians. Keywords:Proceedings;Conference;Mathematics;Cairo (Egypt)
Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 910
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Book Description
