Seminars: Spring 2012

Pitman Closeness for Progressively Type-II Right Censored Samples

Abstract

We consider Pitman closeness of progressively censored order statistics to population quantiles within a single sample, and across two samples.  We further consider prediction of a future order statistic based on the Pitman closeness criterion.  Some explicit expressions are given, including some distribution free results for the median for symmetric distributions.