Confidence intervals based on interpolated order statistics

Confidence intervals for the population median based on interpolating adjacent order statistics are presented. They are shown to depend only slightly on the underlying distribution. A simple, nonlinear interpolation formula is given which works well for a broad collection of underlying distributions.

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Year of publication:	1986
Authors:	Hettmansperger, Thomas P. ; Sheather, Simon J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 2, p. 75-79
Publisher:	Elsevier
Subject:	nonparametric sign test

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313976