Abstract

In this article, the performances of different point predictors of future record data based on some informative records from the two-parameter exponential distribution are studied in the sense of Pitman’s measure of closeness. On the basis of one-sample and two-sample prediction problems, we apply the Pitman’s measure of closeness to comparing the best unbiased, best invariant, maximum likelihood, conditional median predictors of the future records. Finally, all these predictors are compared with respect to the median unbiased predictor in the sense of Pitman closeness. Numerical computations for Pitman’s closeness of all predictors are performed, presented and discussed to examine how these predictors are compared among themselves. On the whole, it is shown from our results that the best unbiased and conditional median predictors are very competitive predictors in terms of Pitman closeness when compared to all other predictors for both prediction problems.

摘要

在本文中，在 Pitman 接近度度量的意义上，研究了基于来自两参数指数分布的一些信息记录的未来记录数据的不同点预测器的性能。在单样本和双样本预测问题的基础上，我们应用 Pitman 的接近度度量来比较未来记录的最佳无偏、最佳不变、最大似然、条件中值预测变量。最后，将所有这些预测变量与 Pitman 接近度意义上的中值无偏预测变量进行比较。对 Pitman 对所有预测变量的接近度进行了数值计算，提出并讨论了这些预测变量如何相互比较。总体上，