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Balakrishnan, N.; Davies, Katherine F.; Keating, Jerome P.; Mason, Robert L.

Pitman closeness comparison of best linear unbiased and invariant predictors for exponential distribution in one- and two-sample situations. (English) Zbl 1244.62145

Commun. Stat., Theory Methods 41, No. 1, 1-15 (2012).
Summary: Best linear unbiased, best linear invariant, and maximum likelihood predictors are commonly used in reliability studies for predicting either censored failure times or life times from a future life-test. In this article, by assuming a Type-II right-censored sample from an exponential distribution, we compare best linear unbiased (BLUP) and best linear invariant (BLIP) predictors of the censored order statistics in the one-sample case and order statistics from a future sample in the two-sample case, in terms of the E.J.G. Pitman [Proc. Camb. Philos. Soc. 33, 212–222 (1937; Zbl 0016.36404)] closeness criterion. Some specific conclusions are drawn and supporting numerical results are presented.

Cited in 13 Documents

MSC:

62N05 Reliability and life testing
62N02 Estimation in survival analysis and censored data
62N01 Censored data models
62G30 Order statistics; empirical distribution functions
65C60 Computational problems in statistics (MSC2010)

Keywords:

best linear invariant estimator; best linear unbiased estimator; order statistics; probabilities of closeness

Citations:

Zbl 0016.36404
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Full Text: DOI

References:

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