IDEAS home Printed from https://ideas.repec.org/a/spr/compst/v28y2013i5p2349-2365.html
   My bibliography  Save this article

Comparisons among some predictors of exponential distributions using Pitman closeness

Author

Listed:
  • Mohammad Raqab
  • Jafar Ahmadi
  • Byan Arabli

Abstract

The bias, mean squared error and likelihood optimality criteria are used frequently to compare estimators and predictors. Recently, the probability of nearness around a statistic (estimator or predictor) has received a considerable attention in the literature. In this article, we adopt the Pitman’s measure of closeness (PMC) as an optimality criterion to compare the maximum likelihood, best linear unbiased, best linear invariant, median unbiased and conditional median predictors of a future ordered statistic based on a type II censored sample from an exponential distribution with unknown scale parameter. Numerical computations of the PMC for all comparisons among these predictors are performed and presented. Copyright Springer-Verlag Berlin Heidelberg 2013

Suggested Citation

  • Mohammad Raqab & Jafar Ahmadi & Byan Arabli, 2013. "Comparisons among some predictors of exponential distributions using Pitman closeness," Computational Statistics, Springer, vol. 28(5), pages 2349-2365, October.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:5:p:2349-2365
    DOI: 10.1007/s00180-013-0410-0
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00180-013-0410-0
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00180-013-0410-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Raqab, Mohammad Z. & Balakrishnan, N., 2008. "Prediction intervals for future records," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1955-1963, September.
    2. Raqab, Mohammad Z., 1997. "Modified maximum likelihood predictors of future order statistics from normal samples," Computational Statistics & Data Analysis, Elsevier, vol. 25(1), pages 91-106, July.
    3. Takada, Y., 1991. "Median unbiasedness in an invariant prediction problem," Statistics & Probability Letters, Elsevier, vol. 12(4), pages 281-283, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Elham Mirfarah & Jafar Ahmadi, 2014. "Pitman closeness of $$k$$ k -records from two sequences to progressive Type-II censored order statistics," Computational Statistics, Springer, vol. 29(5), pages 1279-1300, October.
    2. Indrani Basak & N. Balakrishnan, 2017. "Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring," Computational Statistics, Springer, vol. 32(4), pages 1665-1687, December.
    3. 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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    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. Bagheri, S.F. & Asgharzadeh, A. & Basiri, E. & Fernández, A.J., 2019. "One-sample prediction regions for future record intervals," Statistics & Probability Letters, Elsevier, vol. 153(C), pages 15-20.
    3. MirMostafaee, S.M.T.K. & Ahmadi, Jafar, 2011. "Point prediction of future order statistics from an exponential distribution," Statistics & Probability Letters, Elsevier, vol. 81(3), pages 360-370, March.
    4. Balakrishnan, N. & Kamps, U. & Kateri, M., 2009. "Minimal repair under a step-stress test," Statistics & Probability Letters, Elsevier, vol. 79(13), pages 1548-1558, July.
    5. Basak, Indrani & Basak, Prasanta & Balakrishnan, N., 2006. "On some predictors of times to failure of censored items in progressively censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1313-1337, March.
    6. Ahmadi, J. & MirMostafaee, S.M.T.K., 2009. "Prediction intervals for future records and order statistics coming from two parameter exponential distribution," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 977-983, April.
    7. Ahmadi, Jafar & MirMostafaee, S.M.T.K. & Balakrishnan, N., 2010. "Nonparametric prediction intervals for future record intervals based on order statistics," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1663-1672, November.
    8. Jafar Ahmadi & N. Balakrishnan, 2012. "Outer and inner prediction intervals for order statistics intervals based on current records," Statistical Papers, Springer, vol. 53(3), pages 789-802, August.
    9. Jafar Ahmadi & N. Balakrishnan, 2013. "On the nearness of record values to order statistics from Pitman’s measure of closeness," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(4), pages 521-541, May.
    10. Indrani Basak & N. Balakrishnan, 2017. "Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring," Computational Statistics, Springer, vol. 32(4), pages 1665-1687, December.
    11. J. Ahmadi & B. Khatib Astaneh & M. Rezaie & S. Ameli, 2022. "Prediction of times to failure of censored units under generalized progressive hybrid censoring scheme," Computational Statistics, Springer, vol. 37(4), pages 2049-2086, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:28:y:2013:i:5:p:2349-2365. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.