Confidence intervals for endpoints of a c.d.f. via bootstrap

Athreya, Krishna B. ; Fukuchi, Jun-ichiro (1997) Confidence intervals for endpoints of a c.d.f. via bootstrap Journal of Statistical Planning and Inference, 58 (2). pp. 299-320. ISSN 0378-3758

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S03783...

Related URL: http://dx.doi.org/10.1016/S0378-3758(96)00087-0

Abstract

We propose methods of constructing confidence intervals for endpoints of a distribution. Under a mild condition on the tail of distribution, asymptotically correct confidence intervals are derived by bootstrapping Weissman's (Comm. Statist. Theory Method A 10 (1981) 549-557) statistics. It is also shown that a modification of this method works for type II censored data.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Bootstrap; Confidence Intervals; Endpoints; Extremes
ID Code:1130
Deposited On:05 Oct 2010 12:53
Last Modified:12 May 2011 09:53

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