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Comparisons among some predictors of exponential distributions using Pitman closeness

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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.

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Acknowledgments

The authors would like to thank the associate editor and referees for their valuable suggestions that improved on the original version of the manuscript.

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Authors and Affiliations

  1. Department of Statistics and Operations Research, Kuwait University, Safat, 13060, Kuwait

    Mohammad Z. Raqab

  2. Department of Statistics and Ordered and Spatial Data Center of Excellence, Ferdowsi University of Mashhad, Mashhad, 91775, Iran

    Jafar Ahmadi

  3. Department of Mathematics, University of Jordan, Amman, 11942, Jordan

    Byan A. Arabli

Authors
  1. Mohammad Z. Raqab
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  2. Jafar Ahmadi
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  3. Byan A. Arabli
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Correspondence to Mohammad Z. Raqab.

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Raqab, M.Z., Ahmadi, J. & Arabli, B.A. Comparisons among some predictors of exponential distributions using Pitman closeness. Comput Stat 28, 2349–2365 (2013). https://doi.org/10.1007/s00180-013-0410-0

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  • DOI: https://doi.org/10.1007/s00180-013-0410-0

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