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Statistical Papers

, Volume 54, Issue 2, pp 355–369 | Cite as

Statistical analysis for Kumaraswamy’s distribution based on record data

  • Mustafa NadarEmail author
  • Alexander Papadopoulos
  • Fatih Kızılaslan
Regular Article

Abstract

In this paper we review some results that have been derived on record values for some well known probability density functions and based on m records from Kumaraswamy’s distribution we obtain estimators for the two parameters and the future sth record value. These estimates are derived using the maximum likelihood and Bayesian approaches. In the Bayesian approach, the two parameters are assumed to be random variables and estimators for the parameters and for the future sth record value are obtained, when we have observed m past record values, using the well known squared error loss (SEL) function and a linear exponential (LINEX) loss function. The findings are illustrated with actual and computer generated data.

Keywords

Kumaraswamy’s distribution Record values Bayes estimator LINEX loss function SE loss function Prediction of future record values 

Mathematics Subject Classification (2000)

62F15 

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Copyright information

© Springer-Verlag 2012

Authors and Affiliations

  • Mustafa Nadar
    • 1
    Email author
  • Alexander Papadopoulos
    • 2
  • Fatih Kızılaslan
    • 1
  1. 1.Department of MathematicsGebze Institute of TechnologyGebzeTurkey
  2. 2.Department of MathematicsYeditepe UniversityIstanbulTurkey

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