Online Program Home
  My Program

Abstract Details

Activity Number: 669 - Recent Advances in Nonparametric Statistics
Type: Contributed
Date/Time: Thursday, August 3, 2017 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract #322690 View Presentation
Title: What Do Interpolated Nonparametric Confidence Intervals for Population Quantiles Guarantee?
Author(s): Yimin Zhang* and Jesse Frey
Companies: Villanova University and Villanova University
Keywords: Distribution-free ; Order statistics ; Quantiles

The interval between two pre-specified order statistics of a sample provides a distribution-free confidence interval for a population quantile. However, due to discreteness, only a small set of exact coverage probabilities is available. Interpolated confidence intervals are designed to expand the set of available coverage probabilities. However, we show here that the infimum of the coverage probability for an interpolated confidence interval is either the coverage probability for the inner interval or the coverage probability obtained by removing the more likely of the two extreme sub-intervals from the outer interval. Thus, without additional assumptions, interpolated intervals do not expand the set of available guaranteed coverage probabilities.

Authors who are presenting talks have a * after their name.

Back to the full JSM 2017 program

Copyright © American Statistical Association