Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data
Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data
复制标题
DOI：
10.1007/s11749-008-0133-7
复制
发表时间：
2010
期刊：
影响因子：
1.3
通讯作者：
N. Balakrishnan;E. Beutner;E. Cramer
中科院分区：
文献类型：
--
作者：
N. Balakrishnan;E. Beutner;E. Cramer
它示出了如何各种精确的非参数推断的基础上，一个普通的权利或逐步II型右删失样本可以推广到两个独立的样本相结合的情况。我们推导了组合有序样本的相关公式，以构造给定分位数的置信区间、预测区间和容许区间。所得结果对任何连续分布函数都是有效的。主要结果是在组合有序样本的边际分布函数的推导。在普通的II型右截尾顺序统计量的情况下，证明了组合有序样本不再按顺序统计量分布。相反，组合有序样本中的分布与渐进II型截尾顺序统计量密切相关。
It is shown how various exact nonparametric inferences based on an ordinary right or progressively Type-II right censored sample can be generalized to situations where two independent samples are combined. We derive the relevant formulas for the combined ordered samples to construct confidence intervals for a given quantile, prediction intervals, and tolerance intervals. The results are valid for every continuous distribution function. The key results are the derivations of the marginal distribution functions in the combined ordered samples. In the case of ordinary Type-II right censored order statistics, it is shown that the combined ordered sample is no longer distributed as order statistics. Instead, the distribution in the combined ordered sample is closely related to progressively Type-II censored order statistics.