Note on interpolated order statistics

Jukka Nyblom

Statistics & Probability Letters, 1992, vol. 14, issue 2, 129-131

Abstract: Confidence intervals for an arbitrary population quantile based on interpolating adjacent order statistics are presented. The obtained interval is shown to have approximately the required coverage probability over continuous distributions. It is a generalization of what Hettmansperger and Sheather (1986) proposed for the median.

Keywords: Confidence; interval; distribution-free; nonparametric; quantile (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (6)

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