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Activity Number:
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286
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Type:
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Contributed
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Date/Time:
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Tuesday, August 4, 2009 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #303630 |
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Title:
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Confidence Bands for the CDF When Sampling from a Finite Population
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Author(s):
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Jesse Frey*+
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Companies:
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Villanova University
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Address:
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Mathematical Sciences Department, Villanova, PA, 19085,
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Keywords:
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Kolmogorov-Smirnov ; Simple random sampling ; Simultaneous confidence intervals
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Abstract:
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We develop two methods for obtaining a confidence band for the cumulative distribution function (CDF) based on a simple random sample from a finite population of known size. The methods are exact when the population contains no repeated values, and conservative otherwise. The first method consists of using a Kolmogorov-Smirnov-type band, while the second method consists of combining together separate, equal-coverage-probability confidence intervals for each ordered population value. The second method requires more computation, but it leads to confidence bands that tend to be narrower in the tails of the distribution. Confidence bands obtained using either method yield simultaneous confidence intervals for all ordered population values. Coverage probabilities for the confidence bands are computed using a new recursive algorithm.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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