Confidence Intervals for Lower Quantiles Based on Two-Sample Scheme
Author(s) -
Mostafa Razmkhah,
H. Morabbi,
Jafar Ahmadi
Publication year - 2015
Publication title -
journal of statistical research of iran
Language(s) - English
Resource type - Journals
ISSN - 1735-1294
DOI - 10.18869/acadpub.jsri.12.1.105
Subject(s) - quantile , confidence interval , nonparametric statistics , cdf based nonparametric confidence interval , mathematics , statistics , robust confidence intervals , parametric statistics , sampling scheme , population , sample (material) , sampling (signal processing) , scheme (mathematics) , computer science , chemistry , filter (signal processing) , chromatography , estimator , computer vision , mathematical analysis , demography , sociology
In this paper, a new two-sampling scheme is proposed to con- struct appropriate confidence intervals for the lower population quantiles. The confidence intervals are determined in the parametric and nonparamet- ric set up and the optimality problem is discussed in each case. Finally, the proposed procedure is illustrated via a real data set.
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