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Journal article

Distribution-free confidence intervals for quantiles and tolerance intervals in terms of k-records

Abstract

In this paper, we consider the problem of determining non-parametric confidence intervals for quantiles when available data are in the form of k-records. Distribution-free confidence intervals as well as lower and upper confidence limits are derived for fixed quantiles of an arbitrary unknown distribution based on k-records of an independent and identically distributed sequence from that distribution. The construction of tolerance intervals and …

Authors

Ahmadi J; Balakrishnan N

Journal

Journal of Statistical Computation and Simulation, Vol. 79, No. 10, pp. 1219–1233

Publisher

Taylor & Francis

Publication Date

October 2009

DOI

10.1080/00949650802232633

ISSN

0094-9655