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 lit- erature. 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 or- dered statistic based on a type II censored sample from an exponential distribution with unknown scale parameter. Numerical computations of the PMC for all compar- isons among these predictors are performed and presented.

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