Efficient iterative computation of mixture weights for pooled order statistics for meta-analysis of multiple type-II right censored data

William Volterman, N. Balakrishnan

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

This paper considers computation of mixture weights of the marginal distribution of pooled order statistics that arise from combining and ordering multiple independent Type-II right censored samples. The proposed method is an iterative procedure which is computationally efficient and produces the same mixture representations as direct methods. It is shown that the resultant mixtures are independent of the order in which the samples are entered into the algorithm. Some comparative computational results are finally presented.

Original languageEnglish (US)
Pages (from-to)2231-2239
Number of pages9
JournalComputational Statistics
Volume28
Issue number5
DOIs
StatePublished - Oct 2013
Externally publishedYes

Keywords

  • Iterative computational algorithm
  • Meta-analysis
  • Mixtures
  • Nonparametric confidence intervals
  • Order statistics
  • Pooled order statistics
  • Record values
  • Type-II right censored samples
  • Weights

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Computational Mathematics

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