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Pitman closeness of predictors of future order statistics for two parameter exponential distribution

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Abstract

In this paper, the Pitman closeness of predictors for a future order statistic coming from a two parameter exponential distribution is discussed. The optimum equivariant predictor using the Pitman closeness criterion is derived and compared with the best invariant predictor and the best unbiased predictor. The predictors are obtained on the basis of observed record values. Exact expressions for the required Pitman closeness probabilities are derived when both parameters are considered to be unknown. Similar results are obtained for the predictors of the mean of a future sample from exponential distribution. Several tables which contain numerical computations, are provided in order to compare the predictors in the sense of Pitman’s measure of closeness.

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Acknowledgments

The authors thank the referees for their constructive and useful comments and suggestions regarding the first and second versions of this manuscript, which led to this improved version.

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Authors and Affiliations

  1. Department of Statistics, Faculty of Mathematical Sciences, University of Mazandaran, P.O. Box 47416-1467, Babolsar, Iran

    S. M. T. K. MirMostafaee & Narjes Sadeghian

  2. Department of Statistics, Ordered and Spatial Data Center of Excellence, Ferdowsi University of Mashhad, P.O. Box 1159, 91775, Mashhad, Iran

    Jafar Ahmadi

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  1. S. M. T. K. MirMostafaee
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  2. Jafar Ahmadi
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  3. Narjes Sadeghian
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Correspondence to S. M. T. K. MirMostafaee.

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MirMostafaee, S.M.T.K., Ahmadi, J. & Sadeghian, N. Pitman closeness of predictors of future order statistics for two parameter exponential distribution. Comput Stat 30, 1163–1183 (2015). https://doi.org/10.1007/s00180-015-0554-1

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  • DOI: https://doi.org/10.1007/s00180-015-0554-1

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