Nonparametric confidence intervals for ranked set samples

Santu Ghosh, Arpita Chatterjee, N. Balakrishnan

Research output: Contribution to journalArticle

Abstract

In this work, we propose several different confidence interval methods based on ranked-set samples. First, we develop bootstrap bias-corrected and accelerated method for constructing confidence intervals based on ranked-set samples. Usually, for this method, the accelerated constant is computed by employing jackknife method. Here, we derive an analytical expression for the accelerated constant, which results in reducing the computational burden of this bias-corrected and accelerated bootstrap method. The other proposed confidence interval approaches are based on a monotone transformation along with normal approximation. We also study the asymptotic properties of the proposed methods. The performances of these methods are then compared with those of the conventional methods. Through this empirical study, it is shown that the proposed confidence intervals can be successfully applied in practice. The usefulness of the proposed methods is further illustrated by analyzing a real-life data on shrubs.

Original languageEnglish (US)
Pages (from-to)1689-1725
Number of pages37
JournalComputational Statistics
Volume32
Issue number4
DOIs
StatePublished - Dec 1 2017

Fingerprint

Ranked Set Sample
Confidence interval
Interval Methods
Jackknife
Normal Approximation
Bootstrap Method
Bootstrap
Empirical Study
Asymptotic Properties
Monotone

Keywords

  • Bias corrected and accelerated
  • Bootstrap
  • Edgeworth expansion
  • Monotone transformations

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Computational Mathematics

Cite this

Nonparametric confidence intervals for ranked set samples. / Ghosh, Santu; Chatterjee, Arpita; Balakrishnan, N.

In: Computational Statistics, Vol. 32, No. 4, 01.12.2017, p. 1689-1725.

Research output: Contribution to journalArticle

Ghosh, Santu ; Chatterjee, Arpita ; Balakrishnan, N. / Nonparametric confidence intervals for ranked set samples. In: Computational Statistics. 2017 ; Vol. 32, No. 4. pp. 1689-1725.
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