Distribution Free Confidence Intervals for Quantiles Based on Extreme Order Statistics in a Multi-Sampling Plan
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M. Razmkhah 1, J. Ahmadi , B. Khatib |
1- , razmkhah_m@yahoo.com |
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Abstract: (3180 Views) |
Extended Abstract. Let Xi1 ,..., Xini ,i=1,2,3,....,k be independent random samples from distribution $F^{alpha_i}$، i=1,...,k, where F is an absolutely continuous distribution function and $alpha_i>0$ Also, suppose that these samples are independent. Let Mi,ni and M'i,ni respectively, denote the maximum and minimum of the ith sample. Constructing the distribution-free confidence intervals for quantiles of F based on these informations is the aim of this paper. Various cases have been studied and in each case, the exact non-parametric confidence intervals are obtained. First, we concentrate our attention to the maxima of the samples. Coverage probability of a confidence interval based on two different... [To Continue click here] |
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Keywords: Extreme order statistics, confidence interval, quantile, coverage probability, model, reversed hazard rate function. |
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Full-Text [PDF 396 kb]
(927 Downloads)
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Type of Study: Research |
Subject:
General Received: 2016/02/9 | Accepted: 2016/02/9 | Published: 2016/02/9
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