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首页> 外文期刊>Journal of Statistical Planning and Inference >Exact nonparametric confidence, prediction and tolerance intervals based on multi-sample Type-II right censored data
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Exact nonparametric confidence, prediction and tolerance intervals based on multi-sample Type-II right censored data

机译：基于多样本II型右删失数据的精确非参数置信度，预测和公差区间

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摘要

Exact nonparametric inference based on ordinary Type-II right censored samples has been extended here to the situation when there are multiple samples with Type-II censoring from a common continuous distribution. It is shown that marginally, the order statistics from the pooled sample are mixtures of the usual order statistics with multivariate hypergeometric weights. Relevant formulas are then derived for the construction of nonparametric confidence intervals for population quantiles, prediction intervals, and tolerance intervals in terms of these pooled order statistics. It is also shown that this pooled-sample approach assists in achieving higher confidence levels when estimating large quantiles as compared to a single Type-II censored sample with same number of observations from a sample of comparable size. We also present some examples to illustrate all the methods of inference developed here.
机译：在此，基于普通的II型右删失样本的精确非参数推断已扩展到以下情况：存在多个来自同一连续分布的具有II型删失的样本。结果表明，合并样本的阶次统计量是常规阶次统计量与多元超几何权重的混合。然后，根据这些合并的顺序统计量，得出用于构建人口分位数的非参数置信区间，预测区间和公差区间的相关公式。还显示出，与单个II型审查样本相比，这种合并样本方法有助于在估计大分位数时实现更高的置信度，而相同规模的样本具有相同数量的观察值。我们还提供一些示例，以说明此处开发的所有推理方法。

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