Strongly-consistent, distribution-free confidence intervals for quantiles

被引：3
|
作者：
Gilat, D
Hill, TP
机构：
[1] TEL AVIV UNIV,SCH MATH SCI,IL-69978 TEL AVIV,ISRAEL
[2] GEORGIA INST TECHNOL,SCH MATH,ATLANTA,GA 30332
来源：
STATISTICS & PROBABILITY LETTERS | 1996年 / 29卷 / 01期
基金：
美国国家科学基金会;
关键词：
quantiles; quantile intervals; quantile estimators; one-sided strong laws; strongly-consistent estimators; confidence intervals; order statistics; empirical distribution function;
D O I：
10.1016/0167-7152(95)00154-9
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Strongly-consistent, distribution-free confidence intervals are derived to estimate the fixed quantiles of an arbitrary unknown distribution, based on order statistics of an lid sequence from that distribution. This new method, unlike classical estimates, works for totally arbitrary (including discontinuous) distributions, and is based on recent one-sided strong laws of large numbers.
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页码：45 / 53
页数：9
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