Inference using record values from generalized exponential distribution with application

Ammar M. Sarhan, L. Tadj


The paper discusses the statistical inference of the generalized exponential distribution using upper record values. We use maximum likelihood and Bayes procedures to derive the point and interval estimates of the two parameters of the distribution. Bayesian prediction intervals of the future record values are derived. An illustrative example is presented to test how the generalized exponential distribution fits a set of real data. Also, a simulation study is performed to compare the performance of the Bayes estimates under different conditions.


Exponential distribution, maximum likelihood method, Bayes estimate, records, prediction intervals

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