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On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions

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  • Barakat, H. M.

Abstract

In this paper, the distribution-free confidence region (rectangular) for the vector of the co-ordinate-wise quantiles of a general continuous bivariate distribution function is explicitly derived. This confidence region, in general, depends on the dependence function. A procedure is suggested which enables one to attach a confidence coefficient to the estimate of the confidence region even if the dependence function is unknown. Moreover, some approximated distribution-free lower bounds, which are independent of the dependence function, of the confidence coefficient of this region are derived. Finally, some results of this study are extended to the three-dimensional vector of the co-ordinate-wise quantiles.

Suggested Citation

  • Barakat, H. M., 2002. "On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 37-43, January.
    • Handle: RePEc:eee:stapro:v:56:y:2002:i:1:p:37-43
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