Pitman closeness of record values to population quantiles

Jafar Ahmadi and N. Balakrishnan

Statistics & Probability Letters, 2009, vol. 79, issue 19, 2037-2044

Abstract: In this paper, we examine the Pitman closeness of record statistics to the population quantiles of a location-scale family of distributions and study its monotonicity properties. Even though in general it depends on the parent distribution, exact expressions are derived for the required probabilities in the case of Uniform (-1,1) and exponential distributions. For the population median, it is shown that the first upper record is the Pitman-closest among all upper record values. Moreover, for the population median, in the case of symmetric distributions, the Pitman closeness probabilities of records are shown to be distribution-free and explicit expressions are also derived for these probabilities.

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(09)00237-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:79:y:2009:i:19:p:2037-2044

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().