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Efficient iterative computation of mixture weights for pooled order statistics for meta-analysis of multiple type-II right censored data

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  • William Volterman
  • N. Balakrishnan

Abstract

This paper considers computation of mixture weights of the marginal distribution of pooled order statistics that arise from combining and ordering multiple independent Type-II right censored samples. The proposed method is an iterative procedure which is computationally efficient and produces the same mixture representations as direct methods. It is shown that the resultant mixtures are independent of the order in which the samples are entered into the algorithm. Some comparative computational results are finally presented. Copyright Springer-Verlag Berlin Heidelberg 2013

Suggested Citation

  • William Volterman & N. Balakrishnan, 2013. "Efficient iterative computation of mixture weights for pooled order statistics for meta-analysis of multiple type-II right censored data," Computational Statistics, Springer, vol. 28(5), pages 2231-2239, October.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:5:p:2231-2239
    DOI: 10.1007/s00180-013-0404-y
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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. 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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