Bootstrap confidence bands for the CDF using ranked-set sampling

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作者
Jesse Frey
机构
[1] Villanova University,Department of Mathematics and Statistics
关键词
primary 62G15; secondary 62G09; Exact bootstrap; Imperfect rankings; Kolmogorov-Smirnov; Stratified random sampling;
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摘要
In ranked-set sampling (RSS), a stratification by ranks is used to obtain a sample that tends to be more informative than a simple random sample of the same size. Previous work has shown that if the rankings are perfect, then one can use RSS to obtain Kolmogorov-Smirnov type confidence bands for the CDF that are narrower than those obtained under simple randomsampling.Herewedevelop Kolmogorov-Smirnov type confidencebands thatwork well whether the rankings are perfect or not. These confidence bands are obtained by using a smoothed bootstrap procedure that takes advantage of special features of RSS. We show through a simulation study that the coverage probabilities are close to nominal even for samples with just two or three observations. A new algorithm allows us to avoid the bootstrap simulation step when sample sizes are relatively small.
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页码:453 / 461
页数:8
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