Article ID Journal Published Year Pages File Type
1148813 Journal of Statistical Planning and Inference 2012 8 Pages PDF
Abstract

Suppose upper records from two independent sequences from iid continuous random variables from the same distribution are observed. Pitman's measure of closeness of these statistics to population quantiles of the parent distribution is studied and various exact expressions are derived. For symmetric distributions, Pitman closeness probabilities of records to median are also obtained. Examples including exponential and uniform distributions are discussed. Numerical evaluations are presented to illustrate all the results developed here.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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