Pitman closeness of record values from two sequences to population quantiles

被引：12

作者：

Raqab, Mohammad Z. ^{[1
]}

Ahmadi, Jafar ^{[2
]}

机构：

[1] Univ Jordan, Dept Math, Amman 11942, Jordan

[2] Ferdowsi Univ Mashhad, Ordered & Spatial Data Ctr Excellence, Dept Stat, Mashhad 91775, Iran

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2012年 / 142卷 / 04期

关键词：

Record statistics; Pitman measure of closeness; Population quantiles; Location-scale family; Symmetric distribution;

D O I：

10.1016/j.jspi.2011.10.004

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Suppose upper records from two independent sequences from iid continuous random variables from the same distribution are observed. Pitman's measure of closeness of these statistics to population quantiles of the parent distribution is studied and various exact expressions are derived. For symmetric distributions, Pitman closeness probabilities of records to median are also obtained. Examples including exponential and uniform distributions are discussed. Numerical evaluations are presented to illustrate all the results developed here. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：855 / 862

页数：8

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