Efficient iterative computation of mixture weights for pooled order statistics for meta-analysis of multiple type-II right censored data

William Volterman () and N. Balakrishnan ()

Computational Statistics, 2013, vol. 28, issue 5, 2239 pages

Abstract: This paper considers computation of mixture weights of the marginal distribution of pooled order statistics that arise from combining and ordering multiple independent Type-II right censored samples. The proposed method is an iterative procedure which is computationally efficient and produces the same mixture representations as direct methods. It is shown that the resultant mixtures are independent of the order in which the samples are entered into the algorithm. Some comparative computational results are finally presented. Copyright Springer-Verlag Berlin Heidelberg 2013

Keywords: Order statistics; Type-II right censored samples; Pooled order statistics; Mixtures; Weights; Nonparametric confidence intervals; Meta-analysis; Iterative computational algorithm; Record values (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:28:y:2013:i:5:p:2231-2239

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DOI: 10.1007/s00180-013-0404-y

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