Optimal sign test for quantiles in ranked set samples

被引：17

作者：

Dong, Xiaofang ^{[1
]}

Cui, Lirong ^{[1
]}

机构：

[1] Beijing Inst Technol, Sch Management & Econ, Beijing 100081, Peoples R China

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2010年 / 140卷 / 11期

关键词：

Ranked set sampling; Nonparametric test; Quantile; Confidence interval; Pitman efficiency; STATISTICS; INFERENCE; RANKINGS;

D O I：

10.1016/j.jspi.2010.05.005

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：

This paper considers the one-sample sign test for population quantiles in general ranked set sampling, and proposes a weighted sign test because observations with different ranks are not identically distributed. It is shown analytically that optimal weight always improves the Pitman efficiency for all distributions. For each quantile, the sampling allocation that maximizes the sign test efficacy is identified and shown to not depend on the population distribution. Moreover, distribution-free confidence intervals for quantiles based on ordered values of optimal ranked set samples are discussed. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：2943 / 2951

页数：9

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