Pitman closeness comparison of best linear unbiased and invariant predictors for exponential distribution in one- and two-sample situations. (English) Zbl 1244.62145
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.
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 closenessCitations:
Zbl 0016.36404References:
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