NOTE ON INTERPOLATED ORDER-STATISTICS

被引：19

作者：

NYBLOM, J ^{[1
]}

机构：

[1] UNIV TAMPERE,DEPT MATH SCI STAT,SF-33101 TAMPERE,FINLAND

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 14卷 / 02期

关键词：

CONFIDENCE INTERVAL; DISTRIBUTION-FREE; NONPARAMETRIC; QUANTILE;

D O I：

10.1016/0167-7152(92)90076-H

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Confidence intervals for an arbitrary population quantile based on interpolating adjacent order statistics are presented. The obtained interval is shown to have approximately the required coverage probability over continuous distributions. It is a generalization of what Hettmansperger and Sheather (1986) proposed for the median.

引用

页码：129 / 131

页数：3