Distribution 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 sample. Constructing the distribution-free confidence intervals for quantiles of F based on these informations is the aim of this paper. Various cases have been studied and in each case, the exact non-parametric confidence intervals are obtained. First, we concentrate our attention to the maxima of the samples. Coverage probability of a confidence interval based on two different... [To Continue click here]