Confidence intervals for quantiles based on samples of random sizes

被引：7
作者：
Al-Mutairi, Jazaa S. [1 ]
Raqab, Mohammad Z. [2 ,3 ]
机构：
[1] Kuwait Inst Sci Res, POB 24885, Safat 13109, Kuwait
[2] Kuwait Univ, Dept Stat & OR, Safat 13060, Kuwait
[3] King Abdulaziz Univ, Jeddah, Saudi Arabia
来源：
STATISTICAL PAPERS | 2020年 / 61卷 / 01期
关键词：
Order statistics; Quantiles; Probability coverage; Random sample size; Confidence intervals; Outer and inner intervals; Increments; PREDICTION INTERVALS; ORDER-STATISTICS;
D O I：
10.1007/s00362-017-0935-3
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：
On the basis of failure times of a sample of random size N of iid continuous random variables, we consider the estimation problem of population quantiles of the same distribution. Based on order statistics, confidence intervals for quantile intervals are introduced. Confidence intervals for the difference of quantiles are also investigated. Exact expressions for the coverage probabilities of these intervals are derived and computed numerically. A biometric data set representing the duration of remission of 20 Leukemia patients is used to illustrate the results developed here.
引用
收藏
页码：261 / 277
页数：17
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