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Exact Non-Parametric Confidence, Prediction and Tolerance Intervals with Progressive Type-II Censoring.
- Source :
-
Scandinavian Journal of Statistics . Jun2004, Vol. 31 Issue 2, p265-281. 17p. - Publication Year :
- 2004
-
Abstract
- This article extends recent results [Scand. J. Statist. 28 (2001) 699] about exact non-parametric inferences based on order statistics with progressive type-II censoring. The extension lies in that non-parametric inferences are now covered where the dependence between involved order statistics cannot be circumvented. These inferences include: (a) tolerance intervals containing at least a specified proportion of the parent distribution, (b) prediction intervals containing at least a specified number of observations in a future sample, and (c) outer and/or inner confidence intervals for a quantile interval of the parent distribution. The inferences are valid for any parent distribution with continuous distribution function. The key result shows how the probability of an event involving k dependent order statistics that are observable/uncensored with progressive type-II censoring can be represented as a mixture with known weights of corresponding probabilities involving k dependent ordinary order statistics. Further applications/developments concerning exact Kolmogorov-type confidence regions are indicated. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03036898
- Volume :
- 31
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Scandinavian Journal of Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 13154091
- Full Text :
- https://doi.org/10.1111/j.1467-9469.2004.02-119.x