Accession Number:

AD0742089

Title:

Distribution-Free Interval Estimation of the Largest Alpha-Quantile

Descriptive Note:

Technical rept.

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1972-04-21

Pagination or Media Count:

15.0

Abstract:

A procedure based on order statistics is given for the interval estimation of the largest alpha-quantile of several continuous distributions. Results on infimum of coverage probability are obtained for one-sided and two- sided intervals. An optimality criterion is proposed and an algorithm is given for two-sided intervals. Large sample approximations are also considered.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE