Bayesian prediction of order statistics
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Date
2023
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
ummto
Abstract
The study of order statistics was a curiosity of lot of mathematics researchers, because of their several applicability in different fields; especially in non-parametric statistics.
We tend to predict time-related processes. In this research, we focus on predicting future events based on their order.
Two types of prediction will be discussed in this thesis classical frequentist prediction and Bayesian prediction given both point prediction and interval prediction. Finally an analysis of real data and simulation studies will be conducted to illustrate the theoretical concepts.
Description
121f.:ill.;30cm
Keywords
Prédiction, Order statistics, Bayesian prediction, Frequentist prediction, Interval prediction, Point prediction
Citation
Probabilité et statistique