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 |
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Pages (from-to) | 893-917 |
Number of pages | 25 |
Journal | Computational Statistics |
Volume | 28 |
Issue number | 3 |
DOIs | |
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