Abstract
In this paper, the problem of reconstructing past records from the known values of future records is investigated. Different methods are applied when the underlying distributions are Exponential and Pareto, and several reconstructors are obtained and then compared. A data set representing the record values of average July temperatures in Neuenburg, Switzerland, is used to illustrate the proposed procedure in the Pareto case. The results may be used for studying the past epoch times of non-homogeneous Poisson process or the past failure times in a reliability problem when the repair policy is minimal repair.
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N. Balakrishnan and J. Ahmadi are members of Ordered and Spatial Data Center of Excellence of Ferdowsi University of Mashhad.
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Balakrishnan, N., Doostparast, M. & Ahmadi, J. Reconstruction of past records. Metrika 70, 89–109 (2009). https://doi.org/10.1007/s00184-008-0181-8
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DOI: https://doi.org/10.1007/s00184-008-0181-8