Mosayeb Ahmadi and G. R. Mohtashami Borzadaran
Communications in Statistics-Theory and Methods, To appear
Publication year: 2013

Abstract

In this paper, Pitman closeness criterion is used to compare the nearness of record values and order statistics from two independent samples to a specific population quantile of the parent distribution while the underlying distributions are the same. General expressions for the associated Pitman closeness probability are obtained when the support of the parent distribution is bounded and also unbounded. Some distribution-free results are achieved for symmetric distributions. The exponential and uniform distributions are considered for illustrative proposes and exact expressions are obtained in each case.