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

Authors :
Jesse Frey
Source :
Statistics & Probability Letters. 91:69-75
Publication Year :
2014
Publisher :
Elsevier BV, 2014.

Abstract

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.

Details

ISSN :
01677152
Volume :
91
Database :
OpenAIRE
Journal :
Statistics & Probability Letters
Accession number :
edsair.doi...........c5d075a3d2fdad28de5eeb089de7d6c5
Full Text :
https://doi.org/10.1016/j.spl.2014.04.011