New exact Bayesian prediction of the range for the exponential lifetime based on fixed and random sample sizes

2017 ◽  
Vol 6 (1-2) ◽  
pp. 169
Author(s):  
A. H. Abd Ellah

We consider the problem of predictive interval for the range of the future observations from an exponential distribution. Two cases are considered, (1) Fixed sample size (FSS). (2) Random sample size (RSS). Further, I derive the predictive function for both FSS and RSS in closely forms. Random sample size is appeared in many application of life testing. Fixed sample size is a special case from the case of random sample size. Illustrative examples are given. Factors of the predictive distribution are given. A comparison in savings is made with the above method. To show the applications of our results, we present some simulation experiments. Finally, we apply our results to some real data sets in life testing.

Author(s):  
Ronald Pyke

In many applied probability models, one is concerned with a sequence {Xn: n > 1} of independent random variables (r.v.'s) with a common distribution function (d.f.), F say. When making statistical inferences within such a model, one frequently must do so on the basis of observations X1, X2,…, XN where the sample size N is a r.v. For example, N might be the number of observations that it was possible to take within a given period of time or within a fixed cost of experimentation. In cases such as these it is not uncommon for statisticians to use fixed-sample-size techniques, even though the random sample size, N, is not independent of the sample. It is therefore important to investigate the operating characteristics of these techniques under random sample sizes. Much work has been done since 1952 on this problem for techniques based on the sum, X1 + … + XN (see, for example, the references in (3)). Also, for techniques based on max(X1, X2, …, XN), results have been obtained independently by Barndorff-Nielsen(2) and Lamperti(9).


Mathematics ◽  
2021 ◽  
Vol 9 (6) ◽  
pp. 603
Author(s):  
Leonid Hanin

I uncover previously underappreciated systematic sources of false and irreproducible results in natural, biomedical and social sciences that are rooted in statistical methodology. They include the inevitably occurring deviations from basic assumptions behind statistical analyses and the use of various approximations. I show through a number of examples that (a) arbitrarily small deviations from distributional homogeneity can lead to arbitrarily large deviations in the outcomes of statistical analyses; (b) samples of random size may violate the Law of Large Numbers and thus are generally unsuitable for conventional statistical inference; (c) the same is true, in particular, when random sample size and observations are stochastically dependent; and (d) the use of the Gaussian approximation based on the Central Limit Theorem has dramatic implications for p-values and statistical significance essentially making pursuit of small significance levels and p-values for a fixed sample size meaningless. The latter is proven rigorously in the case of one-sided Z test. This article could serve as a cautionary guidance to scientists and practitioners employing statistical methods in their work.


1976 ◽  
Vol 157 (2) ◽  
pp. 142-146 ◽  
Author(s):  
E. Sprenger ◽  
M. Schaden ◽  
D. Wagner ◽  
W. Sandritter

1998 ◽  
Vol 30 (03) ◽  
pp. 777-806 ◽  
Author(s):  
Dmitrii S. Silvestrov ◽  
Jozef L. Teugels

This paper is devoted to the investigation of limit theorems for extremes with random sample size under general dependence-independence conditions for samples and random sample size indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems for extremal processes with random sample size indexes.


1973 ◽  
Vol 73 (1) ◽  
pp. 139-144 ◽  
Author(s):  
Pranab Kumar Sen

AbstractBy the use of a semi-martingale property of the Kolmogorov supremum, the results of Pyke (6) on the weak convergence of the empirical process with random sample size are simplified and extended to the case of p(≥1)-dimensional stochastic vectors.


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