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Note on interpolated order statistics

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  • Nyblom, Jukka

Abstract

Confidence intervals for an arbitrary population quantile based on interpolating adjacent order statistics are presented. The obtained interval is shown to have approximately the required coverage probability over continuous distributions. It is a generalization of what Hettmansperger and Sheather (1986) proposed for the median.

Suggested Citation

  • Nyblom, Jukka, 1992. "Note on interpolated order statistics," Statistics & Probability Letters, Elsevier, vol. 14(2), pages 129-131, May.
    • Handle: RePEc:eee:stapro:v:14:y:1992:i:2:p:129-131
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    Citations

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    Cited by:

    1. Olivier Guilbaud, 2007. "Comments on: Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 279-281, August.
    2. Jesse Frey & Yimin Zhang, 2017. "What Do Interpolated Nonparametric Confidence Intervals for Population Quantiles Guarantee?," The American Statistician, Taylor & Francis Journals, vol. 71(4), pages 305-309, October.
    3. Nourmohammadi, Mohammad & Jafari Jozani, Mohammad & Johnson, Brad C., 2014. "Confidence intervals for quantiles in finite populations with randomized nomination sampling," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 112-128.
    4. Alan Hutson, 1999. "Calculating nonparametric confidence intervals for quantiles using fractional order statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(3), pages 343-353.
    5. Beutner, E. & Cramer, E., 2014. "Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 95-109.
    6. Chaitra H. Nagaraja & Haikady N. Nagaraja, 2020. "Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles," International Statistical Review, International Statistical Institute, vol. 88(1), pages 75-100, April.

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