Prediction interval for future record from Weibull tailed distributions

摘要

In this paper, we study the problem of predicting future records based on record data from a class of the Weibull tailed distributions. This class of distributions includes some well-known light tailed distributions such as Exponential, Weibull, Gaussian, gamma and Logistic, among others. Our prediction is based on the successive quotient of the records values in an independent and identically distributed sequence of random variables. The asymptotic behavior is investigated. The results are illustrated on some finite sample situations.