دربار‌ه پیشگویی بیزی مقادیر k-رکورد بر اساس طرح نمونه‌گیری‌‌ مجموعه رتبه‌دار رکوردی در توزیع رایلی

نویسندگان
احسان گل زاده گروی
سیمین منصوری بروجنی
کاظم فیاض حیدری
دانشگاه پیام نور
چکیده
در این مقاله، با در نظر گرفتن توزیع رایلی، به پیشگویی بیزی مقادیر k-رکورد بالا، زمانی که داده‌ها به شیوه طرح نمونه‌گیری مجمو عه رتبه‌دار رکوردی جمع‌آوری شده‌ باشد، پرداخته شده است. در ابتدا به پیشگویی های نقطه‌ای تحت تابع زیان متقارن توان دوم خطا و تابع زیان نامتقارن لاینکس و محاسبه میانگین توان دوم خطا پیشگویی آنها پرداخته می‌شود. سپس، برای ارزیابی بازه‌های پیشگویی به دست‌آمده به روش تابع بقا و روش HPD، متوسط طول بازه و احتمال پوشش ارائه می‌گردد. در پایان، با یک مطالعه شبیه‌سازی و ارائه یک مثال کاربردی از داده‌های واقعی مرتبط با میزان سرعت وزش باد، مقایسه نتایج و عملکرد نشان داده شده است.
کلیدواژه‌ها
پیشگویی بیزی نقطه‌ای
پیشگویی بیزی بازه‌ای
مقادیر k-رکورد
چگالی بیزی پیشگوی
نمونه‌گیری مجمو عه رتبه‌دار رکوردی

عنوان مقاله English

On Bayesian Prediction of k-Record Values via Record Ranked Set Sampling Scheme in a Rayleigh Distribution

نویسندگان English

Ehsan Golzade Gervi
Simin Mansouri Boroujeni
Kazem Fayyaz Heidari
PNU University
چکیده English

In this study, we discuss the prediction of k-record values from a future sequence. By considering the Rayleigh distribution, we derive Bayesian point predictions as well as Bayesian prediction intervals for k-record values when the data is collected by the Record ranked set sampling scheme method. At first, based on Squared error and Linex loss functions, the mean squared prediction errors are applied to comparing these point predictors. Next, to evaluate the prediction intervals, the average interval length and coverage probability are computed. Finally, a simulation study and an application example are presented to compare and show the applicability of the paper’s results.

کلیدواژه‌ها English

Bayesian point prediction
Bayesian interval prediction
k-Record values
Bayesian predictive density
Record ranked set sampling
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