A note on Woodruff confidence intervals for quantiles

Randy R. Sitter and Changbao Wu

Statistics & Probability Letters, 2001, vol. 52, issue 4, 353-358

Abstract: Woodruff (1952) proposed a simple confidence interval for quantiles in complex surveys based upon inverting the usual confidence intervals for the distribution function. In the moderate to extreme tail regions of the distribution function the usual confidence interval performs poorly for moderate sample size. In this paper we demonstrate that despite this fact, the Woodruff intervals based upon inverting these badly behaved intervals perform very well. We go on to explain this rather surprising fact.

Keywords: Complex; survey; Distribution; function; Percentiles; Stratified (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (4)

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