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Simultaneous closeness among order statistics to population quantiles
- Source :
- Journal of Statistical Planning and Inference. 140:2408-2415
- Publication Year :
- 2010
- Publisher :
- Elsevier BV, 2010.
-
Abstract
- We derive expressions for the probability that an individual order statistic is closest to the target parameter among the order statistics from a complete random sample. Results are given for random variables with bounded and complete support. We then apply these general results to location-scale parameter families of distributions with specific applications to estimation of percentiles. In this case, simultaneous-closeness probabilities depend upon the parameters through the value of p in the percentile and the sample size, n. Results are finally illustrated with the estimation of percentiles for normal and exponential distributions.
Details
- ISSN :
- 03783758
- Volume :
- 140
- Database :
- OpenAIRE
- Journal :
- Journal of Statistical Planning and Inference
- Accession number :
- edsair.doi...........e0d71a3c7c0f374c676553bea71a9ce1