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Activity Number: 499
Type: Topic Contributed
Date/Time: Thursday, August 2, 2007 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #308306
Title: Distribution-Free Statistical Intervals via Ranked-Set Sampling
Author(s): Jesse Frey*+
Companies: Villanova University
Address: Department of Mathematical Sciences, Villanova, PA, 19085,
Keywords: confidence intervals ; prediction intervals ; tolerance intervals
Abstract:

This paper discusses the use of ranked-set sampling to create distribution-free statistical intervals. The intervals developed include confidence intervals, tolerance intervals, and prediction intervals. Methods for computing coverage probabilities are derived, and the performance of the intervals is compared to that of intervals based on simple random sampling. The ranked-set-sampling-based intervals are found to be at least as good in most settings of interest, but the nature of the advantage depends on the type of interval considered.

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Revised September, 2007