Two-sample Pitman closeness comparison under progressive Type-II censoring |
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| Authors: | William Volterman Katherine F. Davies N. Balakrishnan |
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| Affiliation: | 1. Department of Mathematics &2. Statistics , McMaster University , Hamilton , ON , Canada , L8S 4K1 williamvolterman@gmail.com;4. Department of Statistics , University of Manitoba , Winnipeg , MB , Canada , R3T 2N2;5. Statistics , McMaster University , Hamilton , ON , Canada , L8S 4K1 |
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| 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. |
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| Keywords: | Pitman closeness simultaneous closeness progressive Type-II censoring order statistics quantiles prediction |
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