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Simultaneous Closeness of k-Records
Authors:Jafar Ahmadi  N Balakrishnan
Institution:1. Department of Statistics, Ordered and Spatial Data Center of Excellence , Ferdowsi University of Mashhad , Mashhad , Iran ahmadi-j@um.ac.ir;3. Department of Mathematics and Statistics , McMaster University , Hamilton , Ontario , Canada
Abstract:In this article, we study the simultaneous Pitman closeness of upper (and lower) k-records to a common parameter of the parent distribution and obtain general expressions for the corresponding probabilities. Since the usual record values are contained in the k-records, the corresponding results for the usual records can be deduced as special cases. The results are then applied to location-scale families with an emphasis on population quantiles. Exact expressions are derived for some common distributions such as exponential and uniform. In each case, the simultaneous closest k-record to a population quantile is determined.
Keywords:k-records  Location-scale family  Pitman closeness  Quantiles
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