Journal of Nonparametric Statistics, Volume (29), No (1), Year (2017-3) , Pages (1-21)

Title : ( Confidence and prediction intervals based on interpolated records )

Authors: Jafar Ahmadi , Elham Basiri , Debasis Kundu ,

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‎In several statistical problems‎, ‎non-parametric confidence intervals for population quantiles can be constructed and their coverage probabilities can be computed exactly‎, ‎but cannot in general be rendered equal to a pre-determined level‎. ‎The same difficulty arises for coverage probabilities of non-parametric prediction intervals for future observations‎. ‎One solution to this difficulty is to interpolate between intervals which have the closest coverage probability from above and below to the pre-determined level‎. ‎In this paper‎, ‎confidence intervals for population quantiles are constructed based on interpolated upper and lower records‎. ‎Subsequently‎, ‎prediction intervals are obtained for future upper records based on interpolated upper records‎. ‎Additionally‎, ‎we derive upper bounds for the coverage error of these confidence and prediction intervals‎. ‎Finally‎, ‎our results are applied to some real data sets‎. Also‎, ‎a comparison via a simulation study is done with similar classical intervals obtained before.


, Interpolated records, Quantile, Coverage probability, Coverage error
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author = {Ahmadi, Jafar and Basiri, Elham and Debasis Kundu},
title = {Confidence and prediction intervals based on interpolated records},
journal = {Journal of Nonparametric Statistics},
year = {2017},
volume = {29},
number = {1},
month = {March},
issn = {1048-5252},
pages = {1--21},
numpages = {20},
keywords = {Interpolated records; Quantile; Coverage probability; Coverage error},


%0 Journal Article
%T Confidence and prediction intervals based on interpolated records
%A Ahmadi, Jafar
%A Basiri, Elham
%A Debasis Kundu
%J Journal of Nonparametric Statistics
%@ 1048-5252
%D 2017