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Exact nonparametric meta-analysis for multiple independent doubly Type-II censored samples

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  • Volterman, William
  • Balakrishnan, N.
  • Cramer, Erhard

Abstract

Nonparametric inferential methods are discussed for the situation of multiple independent doubly Type-II censored samples. The basic distribution theory for the pooled sample is given assuming that the underlying distribution is continuous and it is demonstrated how the weights in the mixture representations of the pooled order statistics as a mixture of the usual order statistics can be obtained. This is used to construct nonparametric prediction intervals, tolerance intervals for a future sample, and confidence intervals for a population quantile. A small simulation study compares the exact coverage probabilities for population quantiles, to those obtained where the mixture weights are generated by simulation.

Suggested Citation

  • Volterman, William & Balakrishnan, N. & Cramer, Erhard, 2012. "Exact nonparametric meta-analysis for multiple independent doubly Type-II censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 56(5), pages 1243-1255.
    • Handle: RePEc:eee:csdana:v:56:y:2012:i:5:p:1243-1255
    DOI: 10.1016/j.csda.2011.10.012
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    References listed on IDEAS

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    1. Singh, Umesh & Gupta, Pramod K. & Upadhyay, S. K., 2005. "Estimation of parameters for exponentiated-Weibull family under type-II censoring scheme," Computational Statistics & Data Analysis, Elsevier, vol. 48(3), pages 509-523, March.
    2. N. Balakrishnan & E. Beutner & E. Cramer, 2010. "Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 68-91, May.
    3. Wu, Shu-Fei, 2008. "Interval estimation for a Pareto distribution based on a doubly type II censored sample," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3779-3788, March.
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    1. N. Balakrishnan & E. Beutner & E. Cramer, 2013. "Computational aspects of statistical intervals based on two Type-II censored samples," Computational Statistics, Springer, vol. 28(3), pages 893-917, June.
    2. William Volterman & N. Balakrishnan, 2013. "Efficient iterative computation of mixture weights for pooled order statistics for meta-analysis of multiple type-II right censored data," Computational Statistics, Springer, vol. 28(5), pages 2231-2239, October.
    3. 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.

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