Some Pitman closeness properties pertinent to symmetric populations

DOI10.1080/02331888.2013.809721zbMATH Open1304.62070arXiv1207.5270OpenAlexW2963794249MaRDI QIDQ2934866FDOQ2934866

Authors: Mohammad Jafari Jozani, Narayanaswamy Balakrishnan, Katherine F. Davies 

Publication date: 22 December 2014

Published in: Statistics (Search for Journal in Brave)

Abstract: In this paper, we focus on Pitman closeness probabilities when the estimators are symmetrically distributed about the unknown parameter $heta$. We first consider two symmetric estimators $hat{heta}_1$ and $hat{heta}_2$ and obtain necessary and sufficient conditions for $hat{heta}_1$ to be Pitman closer to the common median $heta$ than $hat{heta}_2$. We then establish some properties in the context of estimation under Pitman closeness criterion. We define a Pitman closeness probability which measures the frequency with which an individual order statistic is Pitman closer to $heta$ than some symmetric estimator. We show that, for symmetric populations, the sample median is Pitman closer to the population median than any other symmetrically distributed estimator of $heta$. Finally, we discuss the use of Pitman closeness probabilities in the determination of an optimal ranked set sampling scheme (denoted by RSS) for the estimation of the population median when the underlying distribution is symmetric. We show that the best RSS scheme from symmetric populations in the sense of Pitman closeness is the median and randomized median RSS for the cases of odd and even sample sizes, respectively.

Full work available at URL: https://arxiv.org/abs/1207.5270

Recommendations

• Pitman closeness results concerning ranked set sampling
• Pitman closeness of sample median to population median
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zbMATH Keywords

ranked set samplingorder statisticsPitman closenessmedian ranked set samplingestimatorssymmetric random variablessample medianmore peaked distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Cites Work

• Title not available (Why is that?)
• Order Statistics
• Families of distributions arising from distributions of order statistics
• Simultaneous Pitman closeness of progressively type-II right-censored order statistics to population quantiles
• Pitman closeness of sample median to population median

Cited In (4)

• On simultaneous closeness probabilities of order statistics from odd sample sizes to the population median
• Pitman closest estimators based on convex linear combinations of two contiguous order statistics
• Difference between sample median and population median with odd sample sizes
• Pitman closeness results concerning ranked set sampling

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