On the distribution-free confidence intervals and universal bounds for quantiles based on joint records

In this paper, we consider three distribution-free confidence intervals for quantiles given joint records from two independent sequences of continuous random variables with a common continuous distribution function. The coverage probabilities of these intervals are compared. We then compute the univ...

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Bibliographic Details
Published in:Communications in statistics. Theory and methods Vol. 47; no. 12; pp. 2969 - 2978
Main Authors: Belaghi, R. Arabi, Asl, M. Noori, Bevrani, H., Volterman, William, Balakrishnan, N.
Format: Journal Article
Language:English
Published: Philadelphia Taylor & Francis Ltd 18.06.2018
Subjects:
Confidence intervals
Continuity (mathematics)
Distribution functions
Economic models
Quantiles
Random variables
Sequences
ISSN:0361-0926, 1532-415X
Online Access:Get full text
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Summary:In this paper, we consider three distribution-free confidence intervals for quantiles given joint records from two independent sequences of continuous random variables with a common continuous distribution function. The coverage probabilities of these intervals are compared. We then compute the universal bounds of the expected widths of the proposed confidence intervals. These results naturally extend to any number of independent sequences instead of just two. Finally, the proposed confidence intervals are applied for a real data set to illustrate the practical usefulness of the procedures developed here.
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ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2017.1343845