Title : ( Closeness of Order Statistics to Record Statistics )
Authors: Jafar Ahmadi , N.Balakrishnan ,
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Abstract
Here, we considered the point prediction of record values coming form future sequence. The closeness of order statistics to record values in the sense of Pitman closeness is studied. Then, we discuss the determination of the closest order statistic from the current sample according to the simultaneous closeness probabilities. Explicit expressions are derived for the pertinent Pitman closeness probabilities, and then special cases are given as examples.
Keywords
, Exponential distribution, Pitman closeness, Prediction, Order statistics, Record values, mean squared error
@inproceedings{paperid:1023093,
author = {Ahmadi, Jafar and N.Balakrishnan},
title = {Closeness of Order Statistics to Record Statistics},
booktitle = {International Conference on Advances in Probability and Statistics - Theory and Applications},
year = {2011},
location = {هنگ کنگ},
keywords = {Exponential distribution; Pitman closeness; Prediction; Order statistics; Record values;
mean squared error},
}
%0 Conference Proceedings
%T Closeness of Order Statistics to Record Statistics
%A Ahmadi, Jafar
%A N.Balakrishnan
%J International Conference on Advances in Probability and Statistics - Theory and Applications
%D 2011
