Objective Bayesian Prediction of Future Record Statistics Based on the Exponentiated Gumbel Distribution: Comparison with Time-Series Prediction
The interest in the study of record statistics has been increasing in recent years in the context of predicting stock markets and addressing global warming and climate change problems such as cyclones and floods. However, because record values are mostly rare observed, its probability distribution m...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-09-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/12/9/1443 |