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Confidence intervals based on interpolated order statistics

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  • Hettmansperger, Thomas P.
  • Sheather, Simon J.

Abstract

Confidence intervals for the population median based on interpolating adjacent order statistics are presented. They are shown to depend only slightly on the underlying distribution. A simple, nonlinear interpolation formula is given which works well for a broad collection of underlying distributions.

Suggested Citation

  • Hettmansperger, Thomas P. & Sheather, Simon J., 1986. "Confidence intervals based on interpolated order statistics," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 75-79, March.
    • Handle: RePEc:eee:stapro:v:4:y:1986:i:2:p:75-79
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    Citations

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    Cited by:

    1. Bell, Peter N, 2013. "New Testing Procedures to Assess Market Efficiency with Trading Rules," MPRA Paper 46701, University Library of Munich, Germany.
    2. Jesse Frey & Yimin Zhang, 2017. "What Do Interpolated Nonparametric Confidence Intervals for Population Quantiles Guarantee?," The American Statistician, Taylor & Francis Journals, vol. 71(4), pages 305-309, October.
    3. Nourmohammadi, Mohammad & Jafari Jozani, Mohammad & Johnson, Brad C., 2014. "Confidence intervals for quantiles in finite populations with randomized nomination sampling," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 112-128.
    4. Juan Herrero & Carmen Castañeda, 2023. "Comparing Two Saline-Gypseous Wetland Soils in NE Spain," Land, MDPI, vol. 12(11), pages 1-17, October.
    5. Frey, Jesse, 2014. "Shorter nonparametric prediction intervals for an order statistic from a future sample," Statistics & Probability Letters, Elsevier, vol. 91(C), pages 69-75.
    6. Papadatos, N., 1995. "Intermediate order statistics with applications to nonparametric estimation," Statistics & Probability Letters, Elsevier, vol. 22(3), pages 231-238, February.
    7. Szilárd Nemes, 2019. "Likelihood Confidence Intervals When Only Ranges Are Available," Stats, MDPI, vol. 2(1), pages 1-7, February.
    8. 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.
    9. Chaitra H. Nagaraja & Haikady N. Nagaraja, 2020. "Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles," International Statistical Review, International Statistical Institute, vol. 88(1), pages 75-100, April.

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    Keywords

    nonparametric sign test;

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