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Original Articles

ON BAYESIAN PREDICTIVE MOMENTS OF NEXT RECORD VALUE USING THREE-PARAMETER GAMMA PRIORS

Pages 729-738 | Published online: 15 Feb 2007

REFERENCES

  • Hill , B. M. 1994 . Bayesian Forecasting of Extreme Values in an Exchangeable Sequence . Journal of Research of the National Institute of Standards and Technology , 99 : 521 – 538 .
  • Chandler , K. N. 1952 . The Distribution and Frequency of Record Values . Journal of the Royal Statistical Society. Series B , 14 : 220 – 228 .
  • Hill , B. M. 1975 . A Simple General Approach to Inference about the Tail of a Distribution . The Annals of Statistics , 3 : 1163 – 1174 .
  • DuMouchel , W. H. 1983 . Estimating the Stable Index α in Order to Measure Tail Thickness: a Critique . The Annals of Statistics , 11 : 1019 – 1031 .
  • Hsieh , P.-H. 2000 . Modeling the Severity of Next Record Catastrophe Loss Working Paper, Oregon State University .

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