Pitman’s Measure of Closeness for Weighted Random Variables

Mosayeb Ahmadi; G. R. Mohtashami Borzadaran; Mostafa Razmkhah

doi:10.57805/revstat.v22i2.509

Pitman’s Measure of Closeness for Weighted Random Variables

Authors

Mosayeb Ahmadi University of Science and Technology of Mazandaran
G. R. Mohtashami Borzadaran Ferdowsi University of Mashhad https://orcid.org/0000-0002-8841-1386
Mostafa Razmkhah Ferdowsi University of Mashhad https://orcid.org/0000-0002-6661-2822

DOI:

https://doi.org/10.57805/revstat.v22i2.509

Keywords:

weighted distribution, exponential distribution, ordered data, population quantile, skew distributions

Abstract

Statistical inference based on weighted random variables is developed in the sense of Pitman’s measure of closeness. Some general formulas are presented to compute the Pitman closeness of two weighted random variables to the parameter of interest. A new general weighted model is also introduced and some properties are investigated. Also, the concept of Pitman’s measure of closeness is used for measuring the nearness of some weighted random variables with respect to each other. The results are illustrated using some real data sets. Eventually, some conclusions are stated.

Downloads

REVSTAT2024vol22n2_2

Published

2024-07-31

How to Cite

Ahmadi, M., Mohtashami Borzadaran , G. R., & Razmkhah, M. (2024). Pitman’s Measure of Closeness for Weighted Random Variables. REVSTAT-Statistical Journal, 22(2), 151–167. https://doi.org/10.57805/revstat.v22i2.509