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Pitman closeness of current k-records to population quantiles

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  • Razmkhah, M.
  • Ahmadi, Jafar

Abstract

In this paper, the Pitman’s measure of closeness of current k-records to the population quantiles is investigated. While the required probabilities typically depend on the underlying distribution, in this article, we show that they are distribution-free for the symmetric distributions. The exact expressions are derived for the case of uniform and exponential distributions. A real data set will be used to illustrate the results of the paper. Eventually, some conclusions are presented.

Suggested Citation

  • Razmkhah, M. & Ahmadi, Jafar, 2013. "Pitman closeness of current k-records to population quantiles," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 148-156.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:1:p:148-156
    DOI: 10.1016/j.spl.2012.08.010
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    References listed on IDEAS

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    1. Ahmadi, J. & Razmkhah, M. & Balakrishnan, N., 2009. "Current k-records and their use in distribution-free confidence intervals," Statistics & Probability Letters, Elsevier, vol. 79(1), pages 29-37, January.
    2. Fountain, Robert L. & Keating, Jerome P., 1994. "The Pitman comparison of unbiased linear estimators," Statistics & Probability Letters, Elsevier, vol. 19(2), pages 131-136, January.
    3. Bose, Sudip & Datta, Gauri Sankar & Ghosh, Malay, 1993. "Pitman's measure of closeness for symmetric stable distributions," Statistics & Probability Letters, Elsevier, vol. 17(3), pages 245-251, June.
    4. Ahmadi, J. & Balakrishnan, N., 2004. "Confidence intervals for quantiles in terms of record range," Statistics & Probability Letters, Elsevier, vol. 68(4), pages 395-405, July.
    5. Ahmadi, Jafar & Balakrishnan, N., 2009. "Pitman closeness of record values to population quantiles," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 2037-2044, October.
    6. Balakrishnan, N. & Iliopoulos, G. & Keating, J.P. & Mason, R.L., 2009. "Pitman closeness of sample median to population median," Statistics & Probability Letters, Elsevier, vol. 79(16), pages 1759-1766, August.
    7. Ahmadi, Jafar & Balakrishnan, N., 2010. "Pitman closeness of current records for location-scale families," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1577-1583, November.
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    Cited by:

    1. S. MirMostafaee & Jafar Ahmadi & Narjes Sadeghian, 2015. "Pitman closeness of predictors of future order statistics for two parameter exponential distribution," Computational Statistics, Springer, vol. 30(4), pages 1163-1183, December.
    2. Grigoriy Volovskiy & Udo Kamps, 2020. "Maximum observed likelihood prediction of future record values," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 1072-1097, December.

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