The asymptotic (normal) distribution of an estimator approximates well the central part, but not the tails of its true distribution. Robust estimators, advertised as resistant to heavy-tailed distributions, can be themselves heavy-tailed. Though asymptotically admissible, many are not finite-sample admissible for any distribution. Hence, before taking a recourse to the asymptotics, we should fi...

in this paper we introduce a new scheme of censoring and study it under the weibull distribution. this scheme is a mixture of progressive type ii censoring and self relocating design which was first introduced by srivastava [8]. we show the superiority of this censoring scheme (psrd) relative to the classical schemes with respect to “asymptotic variance”. comparisons are also made with respect ...