Moments of Record Values from Uniform Distribution and Associated Inference | ||
| The Egyptian Statistical Journal | ||
| Article 2, Volume 44, Issue 2, December 2000, Pages 137-149 PDF (5.93 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.2000.313830 | ||
| Author | ||
| Khalaf S. Sultan | ||
| Department of Mathematical, Faculty of Science. Al-Zhar University | ||
| Abstract | ||
| In this paper, we derive exact explicit expressions for the single, double, triple and quadruple moments of the upper and lower record values from uniform distribution. We then use these expressions to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of record values. Finally, we develop approximate confidence intervals for the location and scale parameters of uniform distribution using the Edgeworth approximation and compare them with the intervals constructed through Monte Carlo simulations. | ||
| Keywords | ||
| Upper Record Values - Lower Record Values - Single Moments - Double Moments - Triple Moments - Quadruple Moments - Uniform Distribution - Edgeworth Ap Proximation - Coefficients of Skewness and Kurtosis; Approximate Confidence Interval - Pivotal Quantity - Best Linear Unbiased Estimates - Probability Coverages | ||
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