Abstract
In this work, we extend prior results concerning the simultaneous Pitman closeness of order statistics (OS) to population quantiles. By considering progressively type-II right-censored samples, we derive expressions for the simultaneous closeness probabilities of the progressively censored OS to population quantiles. Explicit expressions are deduced for the cases when the underlying distribution has bounded and unbounded supports. Illustrations are provided for the cases of exponential, uniform and normal distributions for various progressive type-II right-censoring schemes and different quantiles. Finally, an extension to the case of generalized OS is outlined.
Original language | English (US) |
---|---|
Pages (from-to) | 439-452 |
Number of pages | 14 |
Journal | Statistics |
Volume | 47 |
Issue number | 2 |
DOIs | |
State | Published - Apr 2013 |
Externally published | Yes |
Keywords
- Pitman closeness
- generalized order statistics
- order statistics
- progressive censoring
- quantiles
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty