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Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics

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  • Ahmadi, J.
  • Balakrishnan, N.

Abstract

It is shown how various exact nonparametric inferential procedures can be developed based on record statistics. These include confidence intervals for quantiles, tolerance intervals, outer and inner confidence intervals for quantile intervals, and upper and lower confidence limits for quantile differences. These intervals are all exact and distribution-free in that the corresponding coverage probabilities are known exactly without any assumption about the parent distribution other than that its distribution function is continuous. A data set representing the records of the annual (July 1-June 30) rainfall at Los Angeles Civic Center is used to illustrate the proposed inferential procedures.

Suggested Citation

  • Ahmadi, J. & Balakrishnan, N., 2008. "Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1236-1245, August.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:10:p:1236-1245
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    References listed on IDEAS

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    1. J. Ahmadi & N. Arghami, 2003. "Nonparametric confidence and tolerance intervals from record values data," Statistical Papers, Springer, vol. 44(4), pages 455-468, October.
    2. Ahmadi, J. & Balakrishnan, N., 2004. "Confidence intervals for quantiles in terms of record range," Statistics & Probability Letters, Elsevier, vol. 68(4), pages 395-405, July.
    3. 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.
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    Cited by:

    1. Ahmadi, Jafar & MirMostafaee, S.M.T.K. & Balakrishnan, N., 2010. "Nonparametric prediction intervals for future record intervals based on order statistics," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1663-1672, November.

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