Computational aspects of statistical intervals based on two Type-II censored samples

N Balakrishnan; E.A. Beutner; C. Cramer

doi:10.1007/s00180-012-0335-z

Computational aspects of statistical intervals based on two Type-II censored samples

N Balakrishnan
, E.A. Beutner
, C. Cramer^*

^*Corresponding author for this work

Quantitative Economics

Research output: Contribution to journal › Article › Academic › peer-review

Abstract

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.

Original language	English
Pages (from-to)	893-917
Number of pages	25
Journal	Computational Statistics
Volume	28
Issue number	3
DOIs	https://doi.org/10.1007/s00180-012-0335-z
Publication status	Published - Jun 2013

Keywords

Right censored order statistics
Progressively Type-II censored order statistics
Nonparametric confidence intervals
Nonparametric prediction intervals
Mixtures of order statistics
NONPARAMETRIC METAANALYSIS
PREDICTION

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10.1007/s00180-012-0335-z

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abstract = "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.",

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AU - Cramer, C.

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AB - 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.

KW - Right censored order statistics

KW - Progressively Type-II censored order statistics

KW - Nonparametric confidence intervals

KW - Nonparametric prediction intervals

KW - Mixtures of order statistics

KW - NONPARAMETRIC METAANALYSIS

KW - PREDICTION

U2 - 10.1007/s00180-012-0335-z

DO - 10.1007/s00180-012-0335-z

M3 - Article

SN - 0943-4062

VL - 28

SP - 893

EP - 917

JO - Computational Statistics

JF - Computational Statistics

IS - 3

ER -

Computational aspects of statistical intervals based on two Type-II censored samples

Abstract

Keywords

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