New method for prediction of future order statistics

ABSTRACT

In this paper, we suggest a new efficient method, that yields two new point predictors, for predicting future order statistics, when the sample size remains fixed and when it is enlarged. The two suggested point predictors are constructed based on some characterization properties of order statistics via their distributions. A comprehensive simulation study is conducted on several distributions, among them is a mixture distribution, to evaluate the performance of the suggested predictors. Two examples of lifetime real data are analyzed in which several methods of the point predictions are compared.

KEYWORDS:

• Order statistics
• characterization of distributions
• point D-predictor
• mixture distributions
• Monte Carlo simulation

Acknowledgments

This work was funded through the Plan “Science UP Faculty of Science” from the National Academy of Scientific Research and Technology of Egypt, project number 6656. The authors thank the anonymous referees for the valuable comments and suggestions, which significantly improved the quality of the paper.

Disclosure statement

No potential conflict of interest was reported by the authors.

Additional information

Notes on contributors

Haroon M. Barakat

H. M. Barakatis Professor of Mathematical Statistics at Zagazig University. He received the Ph.D. degree in 1986-Mathematical Statistics- Moscow State University. His research interests are in the areas of statistical ordered data and its applications. He has published research articles in reputed international journals of mathematical statistics. He is referee and editor of mathematical journals. In 1999 he was awarded the Egyptian State Prize in mathematics.  In 2007,  he was awarded State Award for Excellence in basic science. In 2010 he was awarded Discretionary Zagazig University Prize and in 2012, he was awarded the International Fiza Al-Kharafi Prize in the field of mathematics.

Osama M. Khaled

O. M. Khaledis Associated Professor at Port Said University. Hereceived the Ph.D. degree in 2012-Mathematical Statistics–Zagazig University. He has published research articles in reputed international journals of mathematical statistics.  His research interests are in the areas of statistical ordered data and its applications.

Hadeer A. Ghonem

Hadeer A. Ghonem is demonstrator at Port Said University. She received the M.Sc. degree in 2020- Mathematical Statistics-Port Said University. She research interests are in the areas of statistical ordered data and its applications.