Exact nonparametric meta-analysis for multiple independent doubly Type-II censored samples

William Volterman, N. Balakrishnan and Erhard Cramer

Computational Statistics & Data Analysis, 2012, vol. 56, issue 5, 1243-1255

Abstract: Nonparametric inferential methods are discussed for the situation of multiple independent doubly Type-II censored samples. The basic distribution theory for the pooled sample is given assuming that the underlying distribution is continuous and it is demonstrated how the weights in the mixture representations of the pooled order statistics as a mixture of the usual order statistics can be obtained. This is used to construct nonparametric prediction intervals, tolerance intervals for a future sample, and confidence intervals for a population quantile. A small simulation study compares the exact coverage probabilities for population quantiles, to those obtained where the mixture weights are generated by simulation.

Keywords: Doubly Type-II censored sample; Nonparametric confidence intervals; Nonparametric prediction intervals; Nonparametric tolerance intervals; Mixtures; Pooled sample; Meta-analysis (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167947311003690
Full text for ScienceDirect subscribers only.

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:eee:csdana:v:56:y:2012:i:5:p:1243-1255

DOI: 10.1016/j.csda.2011.10.012

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().