Pitman comparisons of predictors of censored observations from progressively censored samples for exponential distribution

On the basis of a progressively censored sample, Basak et al. [On some predictors of times to failure of censored items in progressively censored samples. Comput Statist Data Anal. 2006;50:1313 –1337] considered the problem of predicting the unobserved censored units at various stages of progressive censoring. They then discussed several different point predictors of these censored units and compared them with respect to mean square prediction error. In this work, we use the Pitman closeness (PC) criterion to compare the maximum likelihood, best linear unbiased, best linear equivariant, and conditional median predictors (CMPs) of these progressively censored units. Next, we compare all these with respect to the median unbiased predictor in terms of PC. Numerical computations are then performed to compare all these predictors. By comparing our results to those of Basak et al. (2006), we note that our findings in the sense of PC are similar to theirs in which the CMP competes well when compared to all other predictors.