Two-sample Pitman closeness comparison under progressive Type-II censoring

William Volterman, Katherine F. Davies, N. Balakrishnan

Research output: Contribution to journalArticle

4 Scopus citations

Abstract

In this paper, we consider two problems concerning two independent progressively Type-II censored samples. We first consider the Pitman closeness (PC) of order statistics from two independent progressively censored samples to a specific population quantile. We then consider the point prediction of a future progressively censored order statistic and discuss the determination of the closest progressively censored order statistic from the current sample according to the simultaneous closeness probabilities. For both these problems, explicit expressions are derived for the pertinent PC probabilities, and then special cases are given as examples. For various censoring schemes, we also present numerical results for the standard uniform, standard exponential, and standard normal distributions. Finally, a distribution-free result for the median is obtained.

Original languageEnglish (US)
Pages (from-to)1305-1320
Number of pages16
JournalStatistics
Volume47
Issue number6
DOIs
StatePublished - Dec 1 2013

Keywords

  • Pitman closeness
  • order statistics
  • prediction
  • progressive Type-II censoring
  • quantiles
  • simultaneous closeness

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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