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Comparisons among some predictors of exponential distributions using Pitman closeness

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  • 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
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    References listed on IDEAS

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    1. 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.
    2. Takada, Y., 1991. "Median unbiasedness in an invariant prediction problem," Statistics & Probability Letters, Elsevier, vol. 12(4), pages 281-283, October.
    3. Raqab, Mohammad Z. & Balakrishnan, N., 2008. "Prediction intervals for future records," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1955-1963, September.
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    Cited by:

    1. 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.
    2. 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.
    3. 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.

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