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

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  • N. Balakrishnan
  • E. Beutner
  • E. Cramer

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. Copyright Springer-Verlag 2013

Suggested Citation

  • N. Balakrishnan & E. Beutner & E. Cramer, 2013. "Computational aspects of statistical intervals based on two Type-II censored samples," Computational Statistics, Springer, vol. 28(3), pages 893-917, June.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:3:p:893-917
    DOI: 10.1007/s00180-012-0335-z
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    References listed on IDEAS

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    1. N. Balakrishnan & E. Beutner & E. Cramer, 2010. "Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 68-91, May.
    2. N. Balakrishnan, 2007. "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 211-259, August.
    3. Wang, Hsiuying, 2008. "Coverage probability of prediction intervals for discrete random variables," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 17-26, September.
    4. Volterman, William & Balakrishnan, N. & Cramer, Erhard, 2012. "Exact nonparametric meta-analysis for multiple independent doubly Type-II censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 56(5), pages 1243-1255.
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    Cited by:

    1. 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.
    2. Elham Mirfarah & Jafar Ahmadi, 2014. "Pitman closeness of $$k$$ k -records from two sequences to progressive Type-II censored order statistics," Computational Statistics, Springer, vol. 29(5), pages 1279-1300, October.
    3. Mahdi Salehi & Jafar Ahmadi, 2014. "Record ranked set sampling scheme," METRON, Springer;Sapienza Università di Roma, vol. 72(3), pages 351-365, October.

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