Estimation of the variance of percentile estimates
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چکیده
منابع مشابه
Estimation of the variance of percentile estimates
The asymptotic formula for the variance of a percentile estimate is inversely proportional to the square of the probability density function evaluated at that percentile. In this note we show, for small and moderate sample sizes, that the estimate of the variance can have a moderate to large coefficient of variation even when the form of the density is known. When the density must be estimated ...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 1983
ISSN: 0167-9473
DOI: 10.1016/0167-9473(83)90088-9