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Confidence limits determined using order statistics
Author(s) -
Gladwell John S.,
Lin ChengNan
Publication year - 1969
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr005i005p01120
Subject(s) - statistics , extrapolation , confidence interval , cdf based nonparametric confidence interval , mathematics , confidence distribution , foreknowledge , confidence region , order statistic , population , probability distribution , confidence and prediction bands , econometrics , philosophy , demography , epistemology , sociology
Based upon the known theoretic distribution of ordered data for any continuous probability distribution, a graphic procedure for setting confidence limits can be used. Such a procedure requires foreknowledge or an assumption of the population parameters. Although the procedure does not define confidence limits beyond the maximum return period of the series, a reasonable extrapolation based upon families of curves of various lengths n indicates a rapid deterioration of confidence in any extensions of the cumulative probability curve.