Asymptotic confidence intervals for the length of the shortt under random censoring

J. Beirlant and John Einmahl

Statistica Neerlandica, 1995, vol. 49, issue 1, 1-8

Abstract: A shortt of a one dimensional probability distribution is defined to be an interval which has at least probability t and minimal length. The length of a show and its obvious estimator are significant measures of scale of a distribution and the corresponding random sample, respectively. In this note a non‐parametric asymptotic confidence interval for the length of the (uniqueness is assumed) shortt is established in the random censorship from the right model. The estimator of the length of the shortt is based on the product‐limit (PL) estimator of the unknown distribution function. The proof of the result mainly follows from an appropriate combination of the Glivenko‐Cantelli theorem and the functional central limit theorem for the PL estimator.

Date: 1995
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9574.1995.tb01451.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:49:y:1995:i:1:p:1-8

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402

Access Statistics for this article

Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().