In this paper, we propose an efficient branch and bound procedure to compute exact nonparametric statistical intervals based on two Type-II right censored data sets. The procedure is based on some recurrence relations for the distribution and density functions of progressively Type-II censored order statistics which can be applied to compute the coverage probabilities. We illustrate the method for both confidence and prediction intervals of a given level.
- Right censored order statistics
- Progressively Type-II censored order statistics
- Nonparametric confidence intervals
- Nonparametric prediction intervals
- Mixtures of order statistics
- NONPARAMETRIC METAANALYSIS
Balakrishnan, N., Beutner, E. A., & Cramer, C. (2013). Computational aspects of statistical intervals based on two Type-II censored samples. Computational Statistics, 28(3), 893-917. https://doi.org/10.1007/s00180-012-0335-z