Research article

Predicting future order statistics with random sample size

  • Received: 23 December 2020 Accepted: 03 March 2021 Published: 10 March 2021
  • MSC : 62G30, 62E15

  • We suggest a new method for constructing an efficient point predictor for the future order statistics when the sample size is a random variable. The suggested point predictor is based on some characterization properties of the distributions of order statistics. For several distributions, including the mixture distribution, the performance of the suggested predictor is evaluated by means of a comprehensive simulation study. Three examples of real lifetime data-sets are analyzed by using this method and compared with an efficient recent method given by Barakat et al. [1], that deals with non-random sample sizes. One of these examples predicts the accumulative new cases per million for infection of the new Coronavirus (COVID-19).

    Citation: Haroon Barakat, Osama Khaled, Hadeer Ghonem. Predicting future order statistics with random sample size[J]. AIMS Mathematics, 2021, 6(5): 5133-5147. doi: 10.3934/math.2021304

    Related Papers:

  • We suggest a new method for constructing an efficient point predictor for the future order statistics when the sample size is a random variable. The suggested point predictor is based on some characterization properties of the distributions of order statistics. For several distributions, including the mixture distribution, the performance of the suggested predictor is evaluated by means of a comprehensive simulation study. Three examples of real lifetime data-sets are analyzed by using this method and compared with an efficient recent method given by Barakat et al. [1], that deals with non-random sample sizes. One of these examples predicts the accumulative new cases per million for infection of the new Coronavirus (COVID-19).



    加载中


    [1] H. M. Barakat, O. M. Khaled, H. A. Ghonem, New method for prediction of future order statistics, QTQM, 18 (2021), 101-116.
    [2] N. Balakrishnan, E. Beutner, E. Cramer, Exact two-sample non-parametric confindence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data, Test, 19 (2010), 68-91. doi: 10.1007/s11749-008-0133-7
    [3] H. M. Barakat, E. M. Nigm, M. E. El-Adll, M. Yusuf, Prediction for future exponential lifetime based on random number of generalized order statistics under a general set-up, Stat. Pap., 59 (2018), 605-631. doi: 10.1007/s00362-016-0779-2
    [4] P. Dellaportas, D. Wright, Numerical prediction for the two-parameter Weibull distribution, Statistician, 40 (1991), 365-372. doi: 10.2307/2348725
    [5] K. S. Kaminsky, L. S. Rhodin, Maximum likelihood prediction, Ann. Inst. Stat. Math., 37 (1985), 507-517. doi: 10.1007/BF02481119
    [6] D. Kundu, M. Z. Raqab, Bayesian inference and prediction of order statistics for a Type-II censored Weibull distribution, J. Stat. Plan. Infer., 142 (2012), 41-47. doi: 10.1016/j.jspi.2011.06.019
    [7] M. Z. Raqab, H. N. Nagaraja, On some predictors of future order statistic, Metron, 53 (1995), 85-204.
    [8] A. Saadati Nik, A. Asgharzadeh, M. Z. Raqab, Prediction methods for future failure times based on type-II right-censored samples from new Pareto-type distribution, J. Stat. Theory Pract., 2020, 1-20.
    [9] G. Volovskiy, U. Kamps, Maximum observed likelihood prediction of future record values, TEST, 29 (2020), 1072-1097. doi: 10.1007/s11749-020-00701-7
    [10] A. E. Aly, H. M. Barakat, M. E. El-Adll, Prediction intervals of the record-values process, Revstat-Stat. J., 17 (2019), 401-427.
    [11] H. M. Barakat, M. E. El-Adll, A. E. Aly, Exact prediction intervals for future exponential lifetime based on random generalized order statistics, Comput. Math. Appl., 61 (2011), 1366-1378. doi: 10.1016/j.camwa.2011.01.002
    [12] H. M. Barakat, M. E. El-Adll, A. E. Aly, Prediction intervals of future observations for a sample of random size for any continuous distribution, Math. Comput. Simulat., 97 (2014), 1-13. doi: 10.1016/j.matcom.2013.06.007
    [13] H. M. Barakat, E. M. Nigm, R. A. Aldallal, Exact prediction intervals for future current records and record range from any continuous distribution, SORT, 38 (2014), 251-270.
    [14] H. M. Barakat, O. M. Khaled, H. A. Ghonem, PredictionR: Prediction for future data from any continuous distribution, 2020. Available from: https://CRAN.R-project.org/package=PredictionR.
    [15] H. M. Barakat, O. M. Khaled, H. A. Ghonem, Predicting future lifetime for mixture exponential distribution, Commun. Stat.-Simul. Comput., 2020. DOI: 10.1080/03610918.2020.1715434.
    [16] M. E. El-Adll, A. E. Aly, Prediction intervals of future generalized order statistics from pareto distribution, J. Appl. Stat. Sci., 22 (2016), 111-125.
    [17] W. Fan, Y. Jiang, S. Huang, W. Liu, Research and prediction of opioid crisis based on BP neural network and Markov chain, AIMS Math., 4 (2019), 1357-1368. doi: 10.3934/math.2019.5.1357
    [18] H. K. Hsieh, Prediction interval for Weibull observation, based on early-failure data, IEEE Trans. Reliab., 45 (1996), 666-670. doi: 10.1109/24.556591
    [19] K. S. Kaminsky, P. I. Nelson, Prediction of order statistics, Handb. Stat., 17 (1998), 431-450. doi: 10.1016/S0169-7161(98)17017-7
    [20] J. F. Lawless, Statistical models and methods for lifetime data, Wiley, New York, 2003.
    [21] J. K. Patel, Prediction intervals review, Commun. Stat.-Theory Methods, 18 (1989), 2393-2465. doi: 10.1080/03610928908830043
    [22] W. Peng, B. Liang, Y. Xia, X. Tong, Predicting disease risks by matching quantiles estimation for censored data, Math. Biosci. Eng. (AIMS), 17 (2020), 4544-4562. doi: 10.3934/mbe.2020251
    [23] M. Z. Raqab, H. M. Barakat, Prediction intervals for future observations based on samples of random sizes, J. Math. Stat., 14 (2018), 16-28. doi: 10.3844/jmssp.2018.16.28
    [24] I. A. Shah, H. M. Barakat, A. H. Khan, Characterizations through generalized and dual generalized order statistics, with an application to statistical prediction problem, Stat. Probabil. Lett., 163 (2020), 108782. doi: 10.1016/j.spl.2020.108782
    [25] R. Valiollahi, A. Asgharzadeh, D. Kundu, Prediction of future failures for generalized exponential distribution under type-I or type-II hybrid censoring, Braz. J. Probab. Stat., 31 (2017), 41-61. doi: 10.1214/15-BJPS302
    [26] E. K. Al-Hussaini, F. Al-Awadhi, Bayes two-sample prediction of generalized order statistics with fixed and random sample size, J. Stat. Comput. Sim., 80 (2010), 13-28. doi: 10.1080/00949650802440871
    [27] F. Louzada, E. Bereta, M. Franco, On the distribution of the minimum or maximum of a random number of i.i.d. lifetime random variables, Appl. Math., 3 (2012), 350-353. doi: 10.4236/am.2012.34054
    [28] A. H. Khan, I. A. Shah, M. Ahsanullah, Characterization through distributional properties of order statistics, J. Egypt. Math. Soc., 20 (2012), 211-214. doi: 10.1016/j.joems.2012.10.002
    [29] S. Y. Oncel, M. Ahsanullah, F. A. Aliev, F. Aygun, Switching record and order statistics via random contraction, Stat. Probabil. Lett., 73 (2005), 207-217. doi: 10.1016/j.spl.2005.03.004
    [30] I. A. Shah, A. H. Khan, H. M. Barakat, Random translation, dilation and contraction of order statistics, Stat. Probabil. Lett., 92 (2014), 209-214. doi: 10.1016/j.spl.2014.05.025
    [31] I. A. Shah, A. H. Khan, H. M. Barakat, Translation, contraction and dilation of dual generalized order statistics, Stat. Probabil. Lett., 107 (2015), 131-135. doi: 10.1016/j.spl.2015.08.015
    [32] I. A. Shah, H. M. Barakat, A. H. Khan, Characterization of Pareto and power function distributions by conditional variance of order statistics, C. R. Acad. Bulg. Sci., 71 (2018), 313-316.
    [33] J. Wesolowski, M. Ahsanullah, Switching order statistics through random power contractions, Aust. N. Z. J. Stat., 46 (2004), 297-303. doi: 10.1111/j.1467-842X.2004.00330.x
    [34] C. Bernard, S. Vanduffel, Quantile of a mixture, arXiv: 1411.4824v1 [stat.OT], 2014.
    [35] M. G. Badar, A. M. Priest, Statistical aspects of fiber and bundle strengthin hybrid composites, Prog. Sci. Eng. Compos., (1982), 1129-1136.
    [36] M. Z. Raqab, D. Kundu, Comparison of different estimators of $P[Y < X]$ for a scaled Burr type $X$ distribution, Commun. Stat.-Simul. Comput., 34 (2005), 465-483. doi: 10.1081/SAC-200055741
    [37] M. R. Ahmad, S. A. Ali, Combining two Weibull distributions using a mixing parameter, Eur. J. Sci. Res., 31 (2009), 296-305.
    [38] S. F. Ateya, Maximum likelihood estimation under a finite mixture of generalized exponential distributions based on censored data, Stat. Pap., 55 (2014), 311-325. doi: 10.1007/s00362-012-0480-z
    [39] L. Li, Z. Yang, Z. Dang, C. Meng, J. Huang, H. Meng, et al., Propagation analysis and prediction of the COVID-19, Infect. Dis. Modell., 5 (2020), 282-292. doi: 10.1016/j.idm.2020.03.002
    [40] J. M. Read, J. R. Bridgen, D. A. Cummings, A. Ho, C. P. Jewell, Novel coronavirus 2019-nCoV: early estimation of epidemiological parameters and epidemic predictions, MedRxiv, 2020.
    [41] M. R. Leadbetter, G. Lindgren, H. Rootzén, Extremes and related properties of random sequences and processes, Springer, Berlin, 1983.
    [42] W. Nelson, Weibull prediction of a future number of failures, Qual. Reliab. Eng. Int., 16 (2000), 23-26. doi: 10.1002/(SICI)1099-1638(200001/02)16:1<23::AID-QRE283>3.0.CO;2-Q
  • Reader Comments
  • © 2021 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(2358) PDF downloads(176) Cited by(6)

Article outline

Figures and Tables

Tables(8)

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog