Title : ( Nonparametric prediction of future order statistics )
Authors: William Volterman , Katherine F. Davies , N. Balakrishnan , Jafar Ahmadi ,
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Abstract
Prediction of censored order statistics from a Type-II censored sample can be done with trivial bounds having perfect confidence. However, given independent samples from the same abso- lutely continuous distribution, improved bounds can be attained. In this regard, we develop here point prediction based on L-statistics for predicting order statistics from a future sample as well as for predicting censored order statistics from a Type-II censored sample. An example is taken to illustrate these ideas, and the limiting case wherein a single independent sample is arbitrarily large is also discussed.
Keywords
, Independent Samples; Type, II Censoring; Large Sample; Distribution, free Method; Point Prediction; Interval Prediction; Coverage Probability; L, Statistic
@article{paperid:1029205,
author = {William Volterman and Katherine F. Davies and N. Balakrishnan and Ahmadi, Jafar},
title = {Nonparametric prediction of future order statistics},
journal = {Journal of Statistical Computation and Simulation},
year = {2014},
volume = {84},
number = {3},
month = {January},
issn = {0094-9655},
pages = {683--695},
numpages = {12},
keywords = {Independent Samples; Type-II Censoring; Large Sample; Distribution-free
Method; Point Prediction; Interval Prediction; Coverage Probability; L-Statistic},
}
%0 Journal Article
%T Nonparametric prediction of future order statistics
%A William Volterman
%A Katherine F. Davies
%A N. Balakrishnan
%A Ahmadi, Jafar
%J Journal of Statistical Computation and Simulation
%@ 0094-9655
%D 2014
