Computational aspects of statistical intervals based on two Type-II censored samples

N. Balakrishnan (), E. Beutner () and E. Cramer ()

Computational Statistics, 2013, vol. 28, issue 3, 893-917

Abstract: In this paper, we propose an efficient branch and bound procedure to compute exact nonparametric statistical intervals based on two Type-II right censored data sets. The procedure is based on some recurrence relations for the distribution and density functions of progressively Type-II censored order statistics which can be applied to compute the coverage probabilities. We illustrate the method for both confidence and prediction intervals of a given level. Copyright Springer-Verlag 2013

Keywords: Right censored order statistics; Progressively Type-II censored order statistics; Nonparametric confidence intervals; Nonparametric prediction intervals; Mixtures of order statistics (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:28:y:2013:i:3:p:893-917

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DOI: 10.1007/s00180-012-0335-z

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