Bayesian estimation for the two parameters of a Gumbel distribution are obtained based on kth lower record values. Prediction, either point or interval, for future kth lower record values is also presented from a Bayesian view point. Some of the results of [4] can be obtained as special cases of our results (k=1).
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am31-1-9,
author = {I. Malinowska and D. Szynal},
title = {On a family of bayesian estimators and predictors for a Gumbel model based on the kth lower records},
journal = {Applicationes Mathematicae},
volume = {31},
year = {2004},
pages = {107-115},
zbl = {1051.62030},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am31-1-9}
}
I. Malinowska; D. Szynal. On a family of bayesian estimators and predictors for a Gumbel model based on the kth lower records. Applicationes Mathematicae, Tome 31 (2004) pp. 107-115. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am31-1-9/