Shorter nonparametric prediction intervals for an order statistic from a future sample

Standard nonparametric prediction intervals for a future order statistic are obtained by taking the interval between two order statistics of the initial sample. We obtain improved prediction intervals by taking the shortest of two or more standard intervals.

MoreLess

Year of publication:	2014
Authors:	Frey, Jesse
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 91.2014, C, p. 69-75
Publisher:	Elsevier
Subject:	Beta distribution \| Sample median

More details

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

Persistent link: https://www.econbiz.de/10010776533