عنوان
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Best Unbiased Prediction of Order Statistics
in Stable Distributions
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نوع پژوهش
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مقاله چاپشده در مجلات علمی
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کلیدواژهها
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EM algorithm, Order statistics, Prediction, Stable distribution
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چکیده
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We introduce the best unbiased prediction of missing order statistics of a stable distribution, based on conditional expected value. We present necessary and sufficient conditions for the existence of conditional moments of stable order statistics. These conditions enable us to compute unknown parameters using the expectation-maximization algorithm. We reveal the efficiency of the presented method through a simulation study.
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پژوهشگران
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اسحاق الماسی (نفر اول)، عادل محمدپور (نفر دوم)، محمد محمدی (نفر سوم)
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