Distribution-Free Interval Estimation of the Largest Alpha-Quantile

Abstract

A procedure based on order statistics is given for the interval estimation of the largest alpha-quantile of several continuous distributions. Results on infimum of coverage probability are obtained for one-sided and two- sided intervals. An optimality criterion is proposed and an algorithm is given for two-sided intervals. Large sample approximations are also considered.

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Document Details

Document Type
Technical Report
Publication Date
Apr 21, 1972
Accession Number
AD0742089

Entities

People

  • K. M. Lal Saxena
  • M. Haseeb Rizvi

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Data Science
  • Information Science
  • Intervals
  • Military Research
  • Nebraska
  • Order Statistics
  • Probability
  • Security
  • Statistical Samples
  • Statistics
  • Theorems
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.