IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v28y2001i4p699-713.html
   My bibliography  Save this article

Exact Non‐parametric Confidence Intervals for Quantiles with Progressive Type‐II Censoring

Author

Listed:
  • Olivier Guilbaud

Abstract

It is shown how various exact non‐parametric inferences based on order statistics in one or two random samples can be generalized to situations with progressive type‐II censoring, which is a kind of evolutionary right censoring. Ordinary type‐II right censoring is a special case of such progressive censoring. These inferences include confidence intervals for a given parent quantile, prediction intervals for a given order statistic of a future sample, and related two‐sample inferences based on exceedance probabilities. The proposed inferences are valid for any parent distribution with continuous distribution function. The key result is that each observable uncensored order statistic that becomes available with progressive type‐II censoring can be represented as a mixture with known weights of underlying ordinary order statistics. The importance of this mixture representation lies in that various properties of such observable order statistics can be deduced immediately from well‐known properties of ordinary order statistics.

Suggested Citation

  • Olivier Guilbaud, 2001. "Exact Non‐parametric Confidence Intervals for Quantiles with Progressive Type‐II Censoring," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(4), pages 699-713, December.
    • Handle: RePEc:bla:scjsta:v:28:y:2001:i:4:p:699-713
    DOI: 10.1111/1467-9469.00263
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/1467-9469.00263
    Download Restriction: no
    File URL: https://libkey.io/10.1111/1467-9469.00263?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Fischer, T. & Balakrishnan, N. & Cramer, E., 2008. "Mixture representation for order statistics from INID progressive censoring and its applications," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1999-2015, October.
    2. Ayman M. Abd-Elrahman & Khalaf S. Sultan, 2007. "Reliability estimation based on general progressive censored data from theWeibull model: comparison between Bayesian and classical approaches," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 239-257.
    3. Alvarez-Andrade, Sergio & Bordes, Laurent, 2004. "Empirical quantile process under type-II progressive censoring," Statistics & Probability Letters, Elsevier, vol. 68(1), pages 111-123, June.
    4. Ahmadi, J. & Balakrishnan, N., 2005. "Distribution-free confidence intervals for quantile intervals based on current records," Statistics & Probability Letters, Elsevier, vol. 75(3), pages 190-202, December.
    5. Beutner, E. & Cramer, E., 2014. "Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 95-109.
    6. Alvarez-Andrade, S. & Balakrishnan, N. & Bordes, L., 2007. "Homogeneity tests based on several progressively Type-II censored samples," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1195-1213, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:28:y:2001:i:4:p:699-713. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.