On simultaneous best linear unbiased prediction of future order\n statistics and associated properties

2021/09/30 by N. Balakrishnan, Balakrishnan, Narayanaswamy, Ritwik Bhattacharya +1
Decision Sciences · Engineering · Mathematics · #Applications (stat.AP) #Control Systems and Identification #FOS: Computer and information sciences #Probabilistic and Robust Engineering Design #Statistical Distribution Estimation and Applications

paper · pdf · doi:10.48550/arxiv.2109.14859

openalex publication_date 2021/09/30 · openalex created_date 2022/07/25 · openalex updated_date 2026/07/28

Abstract

In this article, the joint best linear unbiased predictors (BLUPs) of two\nfuture unobserved order statistics, based on a set of observed order\nstatistics, are developed explicitly. It is shown that these predictors are\ntrace-efficient as well as determinant-efficient BLUPs. More generally, the\nBLUPs are shown to possess complete mean squared predictive error matrix\ndominance in the class of all linear unbiased predictors of two future\nunobserved order statistics. Finally, these results are extended to the case of\nsimultaneous BLUPs of any l future order statistics.\n

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