Constructing a Confidence Interval for Quantiles of Normal Distribution, one and Two Population
نویسنده
چکیده مقاله:
In this paper, in order to establish a confidence interval (general and shortest) for quantiles of normal distribution in the case of one population, we present a pivotal quantity that has non-central t distribution. In the case of two independent normal populations, we construct a confidence interval for the difference quantiles based on the generalized pivotal quantity and introduce a simple method for extracting its percentiles, by which a shorter confidence interval can be constructed. We will also examine the performance of the proposed methods by using simulations and examples.
منابع مشابه
Confidence Intervals for Lower Quantiles Based on Two-Sample Scheme
In this paper, a new two-sampling scheme is proposed to construct appropriate confidence intervals for the lower population quantiles. The confidence intervals are determined in the parametric and nonparametric set up and the optimality problem is discussed in each case. Finally, the proposed procedure is illustrated via a real data set.
متن کاملInvariant Empirical Bayes Confidence Interval for Mean Vector of Normal Distribution and its Generalization for Exponential Family
Based on a given Bayesian model of multivariate normal with known variance matrix we will find an empirical Bayes confidence interval for the mean vector components which have normal distribution. We will find this empirical Bayes confidence interval as a conditional form on ancillary statistic. In both cases (i.e. conditional and unconditional empirical Bayes confidence interval), the empiri...
متن کاملA New Confidence Interval Method for the Estimation of Quantiles
Confidence intervals for the median of estimators or other quantiles were proposed as a substitute for usual confidence intervals in terminating and steady-state simulation. They are easy to obtain, the variance of the estimator is not used, they are well suited for correlated simulation output data, apply to functions of estimators, and in simulation they seem to be particularly accurate. For ...
متن کاملDistribution Free Confidence Intervals for Quantiles Based on Extreme Order Statistics in a Multi-Sampling Plan
Extended Abstract. Let Xi1 ,..., Xini ,i=1,2,3,....,k be independent random samples from distribution $F^{alpha_i}$، i=1,...,k, where F is an absolutely continuous distribution function and $alpha_i>0$ Also, suppose that these samples are independent. Let Mi,ni and M'i,ni respectively, denote the maximum and minimum of the ith sa...
متن کاملComparing the overlapping of two independent confidence intervals with a single confidence interval for two normal population parameters
Two overlapping confidence intervals have been used in the past to conduct statistical inferences about two population means and proportions. Several authors have examined the shortcomings of Overlap procedure and have determined that such a method distorts the significance level of testing the null hypothesis of two population means and reduces the statistical power of the test. Nearly all res...
متن کاملConfidence interval for the two-parameter exponentiated Gumbel distribution based on record values
In this paper, we study the estimation problems for the two-parameter exponentiated Gumbel distribution based on lower record values. An exact confidence interval and an exact joint confidence region for the parameters are constructed. A simulation study is conducted to study the performance of the proposed confidence interval and region. Finally, a numerical example with real data set is gi...
متن کاملمنابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ذخیره در منابع من قبلا به منابع من ذحیره شده{@ msg_add @}
عنوان ژورنال
دوره 23 شماره 2
صفحات 47- 56
تاریخ انتشار 2019-03
با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.
کلمات کلیدی برای این مقاله ارائه نشده است
میزبانی شده توسط پلتفرم ابری doprax.com
copyright © 2015-2023