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Shorter nonparametric prediction intervals for an order statistic from a future sample

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  • Frey, Jesse

Abstract

Standard nonparametric prediction intervals for a future order statistic are obtained by taking the interval between two order statistics of the initial sample. We obtain improved prediction intervals by taking the shortest of two or more standard intervals.

Suggested Citation

  • Frey, Jesse, 2014. "Shorter nonparametric prediction intervals for an order statistic from a future sample," Statistics & Probability Letters, Elsevier, vol. 91(C), pages 69-75.
    • Handle: RePEc:eee:stapro:v:91:y:2014:i:c:p:69-75
    DOI: 10.1016/j.spl.2014.04.011
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    References listed on IDEAS

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    1. Hettmansperger, Thomas P. & Sheather, Simon J., 1986. "Confidence intervals based on interpolated order statistics," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 75-79, March.
    2. Di Bucchianico, A. & Einmahl, J.H.J. & Mushkudiani, N.A., 2001. "Smallest nonparametric tolerance regions," Other publications TiSEM 436f9be2-d0ad-49af-b6df-9, Tilburg University, School of Economics and Management.
    3. Jesse Frey, 2010. "Data-driven nonparametric tolerance sets," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(2), pages 169-180.
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    Keywords

    Beta distribution; Sample median;

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