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

Jesse Frey

Statistics & Probability Letters, 2014, vol. 91, issue C, 69-75

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.

Keywords: Beta distribution; Sample median (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2014.04.011

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