Title : ( Nonparametric Confidence Intervals Based on Record Values )
Authors: Jafar Ahmadi ,
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Abstract
Record values can be used to construct nonparametric confidence interval for quantiles of parent distribution. It is shown that the coverage probability of the confidence interval can be improved by interpolating between two intervals which have the closest coverage probability from above and below to the pre-determined level. Similarly, the procedure can be done for prediction in term of record values. The results are compared via a simulation study.
Keywords
, Confidence Intervals, Prediction Intervals, Record values
@inproceedings{paperid:1058582,
author = {Ahmadi, Jafar},
title = {Nonparametric Confidence Intervals Based on Record Values},
booktitle = {Ordered Data and their Applications in Reliability and Survival Analysis},
year = {2016},
location = {Hamilton},
keywords = {Confidence Intervals; Prediction Intervals; Record values},
}
%0 Conference Proceedings
%T Nonparametric Confidence Intervals Based on Record Values
%A Ahmadi, Jafar
%J Ordered Data and their Applications in Reliability and Survival Analysis
%D 2016
