Nonparametric prediction of future order statistics

William Volterman, Katherine F. Davies, N. Balakrishnan, Jafar Ahmadi

Research output: Contribution to journalArticle

1 Scopus citations

Abstract

Prediction of censored order statistics from a Type-II censored sample can be done with trivial bounds having perfect confidence. However, given independent samples from the same absolutely continuous distribution, improved bounds can be attained. In this regard, we develop here point prediction based on L-statistics for predicting order statistics (OS) from a future sample as well as for predicting censored OS from a Type-II censored sample. An example is taken to illustrate these ideas, and the limiting case wherein a single independent sample is arbitrarily large is also discussed.

Original languageEnglish (US)
Pages (from-to)683-695
Number of pages13
JournalJournal of Statistical Computation and Simulation
Volume84
Issue number3
DOIs
StatePublished - Mar 1 2014

Keywords

  • L-Statistic
  • Type-II censoring
  • coverage probability
  • distribution-free method
  • independent samples
  • interval prediction
  • large sample
  • point prediction

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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