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Distribution‐free statistical intervals via ranked‐set sampling
Author(s) -
Frey Jesse
Publication year - 2007
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.1002/cjs.5550350409
Subject(s) - simple random sample , statistics , mathematics , sampling (signal processing) , confidence interval , set (abstract data type) , interval (graph theory) , sampling distribution , cdf based nonparametric confidence interval , sampling design , computer science , combinatorics , population , filter (signal processing) , computer vision , programming language , demography , sociology
The author shows how to construct distribution‐free statistical intervals from ranked‐set sampling. He considers the cases of confidence, tolerance, and prediction intervals. He shows how to compute their coverage probabilities and he compares their performance to that of intervals based on simple random sampling. He finds that the ranked‐set sampling‐based intervals are at least as good as their classical counterpart in most settings of interest, although the nature of the advantage depends on the type of interval considered.